Lecture Notes In Risk Management

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Lecture Notes In Risk Management

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Author : Yevgeny Mugerman
language : en
Publisher: World Scientific Publishing Company
Release Date : 2023

Lecture Notes In Risk Management written by Yevgeny Mugerman and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with Risk management categories.

Risk management has become one of the key requirements for insightful decision-making. What are risks sources? How are they being managed? This book describes certainty, uncertainty, financial risks, methods of risk mitigation, and risk management. The first chapter of this book represents some milestones in risk management and introduces the main aspects of financial risk management. The following chapters discuss various types of financial risk such as market risk, credit risk, operational risk, liquidity risk, interest rate risk, and other financial risks. The last chapter describes enterprise risk management which binds together all the risks. This book, which is accompanied by PowerPoint presentations, is aimed at lecturers, students, and practitioners with an interest in risk management. The book is the fruit of the authors' long years of work in the field of risk management, serving as a risk management advisor and teaching an MBA-level academic course on the topic for economics and business administration students.

Erm And Qrm In Life Insurance

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Author : Ermanno Pitacco
language : en
Publisher: Springer Nature
Release Date : 2020-08-25

Erm And Qrm In Life Insurance written by Ermanno Pitacco and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-25 with Business & Economics categories.

This book deals with Enterprise Risk Management (ERM) and, in particular, Quantitative Risk Management (QRM) in life insurance business. Constituting a “bridge” between traditional actuarial mathematics and insurance risk management processes, its purpose is to provide advanced undergraduate and graduate students in the Actuarial Sciences, Finance and Economics with the basics of ERM (in general) and QRM applied to life insurance business. The main topics dealt with are: general issues on ERM, risk management tools for life insurance and life annuities, deterministic and stochastic analysis of the behaviour of a portfolio fund, application of sensitivity testing to assess ranges of results of interest, stress testing to assess the impact of extreme scenarios, and the product development process for life annuity products.

Handbook Of Financial Risk Management

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Author : Thierry Roncalli
language : en
Publisher: CRC Press
Release Date : 2020-04-23

Handbook Of Financial Risk Management written by Thierry Roncalli and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-23 with Business & Economics categories.

Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master’s degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874

Risk Management

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Author : Aleš Berk Skok
language : en
Publisher:
Release Date : 2016

Risk Management written by Aleš Berk Skok and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.

Financial Risk Forecasting

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Author : Jon Danielsson
language : en
Publisher: John Wiley & Sons
Release Date : 2011-04-20

Financial Risk Forecasting written by Jon Danielsson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-04-20 with Business & Economics categories.

Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques. Written by renowned risk expert Jon Danielsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear dependence. It then goes on to present volatility forecasting with both univatiate and multivatiate methods, discussing the various methods used by industry, with a special focus on the GARCH family of models. The evaluation of the quality of forecasts is discussed in detail. Next, the main concepts in risk and models to forecast risk are discussed, especially volatility, value-at-risk and expected shortfall. The focus is both on risk in basic assets such as stocks and foreign exchange, but also calculations of risk in bonds and options, with analytical methods such as delta-normal VaR and duration-normal VaR and Monte Carlo simulation. The book then moves on to the evaluation of risk models with methods like backtesting, followed by a discussion on stress testing. The book concludes by focussing on the forecasting of risk in very large and uncommon events with extreme value theory and considering the underlying assumptions behind almost every risk model in practical use – that risk is exogenous – and what happens when those assumptions are violated. Every method presented brings together theoretical discussion and derivation of key equations and a discussion of issues in practical implementation. Each method is implemented in both MATLAB and R, two of the most commonly used mathematical programming languages for risk forecasting with which the reader can implement the models illustrated in the book. The book includes four appendices. The first introduces basic concepts in statistics and financial time series referred to throughout the book. The second and third introduce R and MATLAB, providing a discussion of the basic implementation of the software packages. And the final looks at the concept of maximum likelihood, especially issues in implementation and testing. The book is accompanied by a website - www.financialriskforecasting.com – which features downloadable code as used in the book.

Risk Theory

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Author : Hanspeter Schmidli
language : en
Publisher: Springer
Release Date : 2018-04-04

Risk Theory written by Hanspeter Schmidli and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-04 with Business & Economics categories.

This book provides an overview of classical actuarial techniques, including material that is not readily accessible elsewhere such as the Ammeter risk model and the Markov-modulated risk model. Other topics covered include utility theory, credibility theory, claims reserving and ruin theory. The author treats both theoretical and practical aspects and also discusses links to Solvency II. Written by one of the leading experts in the field, these lecture notes serve as a valuable introduction to some of the most frequently used methods in non-life insurance. They will be of particular interest to graduate students, researchers and practitioners in insurance, finance and risk management.

Risk Management Speculation And Derivative Securities

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Author : Geoffrey Poitras
language : en
Publisher: Academic Press
Release Date : 2002-06-10

Risk Management Speculation And Derivative Securities written by Geoffrey Poitras and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-06-10 with Business & Economics categories.

Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, "Risk Management, Speculation, and Derivative Securities" is a standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives.

Lecture Notes In Behavioral Finance

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Author : Itzhak Venezia
language : en
Publisher: World Scientific
Release Date : 2018-06-27

Lecture Notes In Behavioral Finance written by Itzhak Venezia and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-06-27 with Business & Economics categories.

This volume presents lecture notes for a course in behavioral finance, most suitable for MBA students, but also adaptable for a PhD class. These lecture notes are based on the author's experience in teaching behavioral finance classes at Bocconi University (at the PhD level) and at the Academic College of Tel Aviv-Yaffo (MBA).Written in a way that is user-friendly for both teachers and students, this book is the first of its kind and consolidates all the material necessary for a course on behavioral finance, balancing psychological concepts with financial applications. Material formerly presented only in academic papers has been transformed to a format more suitable for students, while the most important issues have been highlighted in boxes that can form the basis of a lecturer's teaching slides.In addition to corralling all the currently scattered materials into one book, a neat logical order is introduced to the subject matter. Behavioral finance is put in a context relative to the other disciplines of finance, its history is outlined and the way it evolved — from an eclectic collection of counter examples to market efficiency into a bona fide discipline of finance — is reviewed and explained.The 17 topic-based chapters in this book are each intended for a 90-minute lecture. The first five chapters (Part 1) provide the psychological and financial foundations of behavioral finance. The next 12 chapters (Part 2) are applications: Chapters 6-13 cover the essentials while Chapters 14-17 are special, elective topics.

Risk Management

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Author : Glen B. Alleman
language : en
Publisher: CRC Press
Release Date : 2024-03-15

Risk Management written by Glen B. Alleman and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-03-15 with Technology & Engineering categories.

Project success is an elusive goal in every business or technical domain. Project failure usually results from unhandled risks to the technical, cost, and schedule aspects of the project. There are four primary root causes of project failure. Unrealistic performance expectation, with missing Measures of Effectiveness Unrealistic cost and schedule estimates based on inadequate risk adjusted growth models Inadequate assessment of risk and unmitigated exposure to these risks without proper handling strategies Unanticipated technical issues with alternative plans and solutions to maintain the effectiveness of the project processes and its deliverables Risk Management provides a comprehensive overview of the people, principles, processes, and practices as the fundamental base upon which an effective risk management system resides. However, this does not guarantee effective risk management and successful projects and businesses. The first half of the book describes risk management processes, as well as a delineation between risk and hazards and how these are connected. The second half of the book provides industry examples of the approach to risk management in specific context and with specific approaches and artifacts where applicable. The book focuses on risks created by uncertainty, their identification, and the corrective and preventive actions needed to address these risks to increase the probability of project success. The book’s goal is to provide a context-driven framework, developing a foundation for a rational approach to risk management that makes adaptation to circumstances as easy as possible.

Risk Analysis And Management Engineering Resilience

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Author : Ivo Häring
language : en
Publisher: Springer
Release Date : 2016-02-19

Risk Analysis And Management Engineering Resilience written by Ivo Häring and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-02-19 with Technology & Engineering categories.

The book introduces basic risk concepts and then goes on to discuss risk management and analysis processes and steps. The main emphasis is on methods that fulfill the requirements of one or several risk management steps. The focus is on risk analysis methods including statistical-empirical analyses, probabilistic and parametrized models, engineering approaches and simulative methods, e.g. for fragment and blast propagation or hazard density computation. Risk management is essential for improving all resilience management steps: preparation, prevention, protection, response and recovery. The methods investigate types of event and scenario, as well as frequency, exposure, avoidance, hazard propagation, damage and risks of events. Further methods are presented for context assessment, risk visualization, communication, comparison and assessment as well as selecting mitigation measures. The processes and methods are demonstrated using detailed results and overviews of security research projects, in particular in the applications domains transport, aviation, airport security, explosive threats and urban security and safety. Topics include: sufficient control of emerging and novel hazards and risks, occupational safety, identification of minimum (functional) safety requirements, engineering methods for countering malevolent or terrorist events, security research challenges, interdisciplinary approaches to risk control and management, risk-based change and improvement management, and support of rational decision-making. The book addresses advanced bachelor students, master and doctoral students as well as scientists, researchers and developers in academia, industry, small and medium enterprises working in the emerging field of security and safety engineering.