Allan Malz. Financial Risk Management: Models, History, And Institutions

Financial Risk Management: Models, History, and Institutions (repost)

Financial Risk Management: Models, History, and Institutions by Allan M. Malz
English | 2011 | ISBN: 0470481803 | 722 pages | PDF | 5,1 MB

Financial risk has become a focus of financial and nonfinancial firms, individuals, and policy makers. But the study of risk remains a relatively new discipline in finance and continues to be refined. The financial market crisis that began in 2007 has highlighted the challenges of managing financial risk.
Financial Risk Management: Models, History, and Institutions (repost)

Allan M. Malz, "Financial Risk Management: Models, History, and Institutions"
W.,,ey | 2011 | ISBN: 0470481803 | 722 pages | PDF | 5,1 MB
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications (Repost)

David Ardia, "Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications"
2008 | pages: 204 | ISBN: 3540786562 | PDF | 7,4 mb
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications [Repost]

Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications By Dr. David Ardia
English | Springer (2008) | ISBN-10: 3540786562 | 206 pages | ُPDF | 7.40 MB

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in particular the possibility of obtaining small-sample results and integrating these results in a formal decision model. The first two chapters introduce the work and give an overview of the Bayesian paradigm for inference. The next three chapters describe the estimation of the GARCH model with Normal innovations and the linear regression models with conditionally Normal and Student-t-GJR errors. The sixth chapter shows how agents facing different risk perspectives can select their optimal Value at Risk Bayesian point estimate and documents that the differences between individuals can be substantial in terms of regulatory capital. The last chapter proposes the estimation of a Markov-switching GJR model.
Financial Risk Management with Bayesian Estimation of GARCH Models (Repost)

David Ardia, "Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications"
2008 | pages: 203 | ISBN: 3540786562 | PDF | 7,4 mb
The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global... (repost)

The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets by Greg N. Gregoriou, Christian Hoppe, Carsten S. Wehn
English | 2010-01-22 | ISBN: 0071663703 | PDF | 528 pages | 3,3 MB

If we have learned anything from the global financial collapse of 2008, it is this: the mathematical risk models currently used by financial institutions are no longer adequate quantitative measures of risk exposure.
Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management (Repost)

Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management by Donald R. Van Deventer, Kenji Imai, Mark Mesler
2013 | ISBN: 1118278542 | English | 784 pages | PDF | 14.20 MB

Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the analytics of these issues from A to Z, and lays out a comprehensive strategy for risk management measurement, objectives, and hedging techniques that apply to all types of institutions.
The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital... (repost)

Greg N. Gregoriou, Christian Hoppe, Carsten S. Wehn - The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets
2010-01-22 | ISBN: 0071663703 | PDF | 528 pages | 3.33 MB

If we have learned anything from the global financial collapse of 2008, it is this: the mathematical risk models currently used by financial institutions are no longer adequate quantitative measures of risk exposure.
In The Risk Modeling Evaluation Handbook, an international team of 48 experts evaluates the problematic risk-modeling methods used by large financial institutions and breaks down how these models contributed to the decline of the global capital markets. Their conclusions enable you to identify the shortcomings of the most widely used risk models and create sophisticated strategies for properly implementing these models into your investing portfolio.
Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models

Benjamin Van Vliet, Robert Hendry, "Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models"
Mg,H | 2004 | ISBN: 0071417729 | 304 pages | PDF | 1,9 MB
Financial Risk Management with Bayesian Estimation of GARCH Models (Repost)

Financial Risk Management with Bayesian Estimation of GARCH Models
Publisher: Springer | ISBN: 3540786562 | edition 2008 | PDF | 206 pages | 5,1 mb

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in particular the possibility of obtaining small-sample results and integrating these results in a formal decision model.