Research Catalog

Risk management : framework, methods, and practice

Title
Risk management : framework, methods, and practice / Sergio Focardi, Caroline Jonas.
Author
Focardi, Sergio M.
Publication
New Hope, PA : Frank J. Fabozzi Associates, [1998], ©1998.

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Details

Additional Authors
  • Jonas, Caroline.
  • Frank J. Fabozzi Associates.
Description
ix, 209 pages : illustrations; 24 cm
Subjects
Bibliography (note)
  • Includes bibliographical references and index.
Contents
1. Why Manage Risk? -- 2. The Theoretical Underpinnings of Risk Management -- 3. Measuring Risk -- 4. Credit Risk -- 5. Managing Risk -- 6. Issues -- 7. Looking Ahead -- The Stochastic Representation of the Economy -- Stochastic Calculus and Risk Neutralization -- The No-Arbitrage Principle -- Factor Analysis -- The Theory of Forecasting -- Data-Mining Techniques -- Term-Structure Models -- Simulation and Differential Equations -- Stochastic Optimization -- Market Microstructure Theory -- Statistical Mechanics.
ISBN
188324935X
OCLC
ocm39616336
Owning Institutions
Columbia University Libraries