Risk Management and Simulation (pdf)

$20.00

Author Aparna Gupta
Edition Year 2013
Edition 1
Format PDF
ISBN 9781439835944
Language English
Number Of Pages 523
Publisher CRC Press
Categories: , Tags: ,

Description

How Simulation Models Can Help You Manage Risk More Effectively

 

Organized into four parts, the book begins with the concepts and framework for risk management. It then introduces the modeling and computational techniques for solving risk management problems, from model development, verification, and validation to designing simulation experiments and conducting appropriate output analysis. The third part of the book delves into specific issues of risk management in a range of risk types. These include market risk, equity risk, interest rate risk, commodity risk, currency risk, credit risk, liquidity risk, and strategic, business, and operational risks. The author also examines insurance as a mechanism for risk management and risk transfer. The final part of the book explores advanced concepts and techniques. The book contains extensive review questions and detailed quantitative or computational exercises in all chapters. Use of MATLAB® mathematical software is encouraged and suggestions for MATLAB functions are provided throughout.

 

Learn Step by Step, from Basic Concepts to More Complex Models

 

Packed with applied examples and exercises,

The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation modeling and analysis can help you solve risk management problems related to market, credit, operational, business, and strategic risk. Simulation models and methodologies offer an effective way to address many of these problems and are easy for finance professionals to understand and use. Drawing on the author’s extensive teaching experience, this accessible book walks you through the concepts, models, and computational techniques.

Additional information

Author

Aparna Gupta

Edition Year

2013

Edition

1

Format

PDF

ISBN

9781439835944

Language

English

Number Of Pages

523

Publisher

CRC Press

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