Simulation Techniques In Financial Risk Management
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Simulation Techniques In Financial Risk Management
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Author : Ngai Hang Chan
language : en
Publisher: John Wiley & Sons
Release Date : 2015-04-13
Simulation Techniques In Financial Risk Management written by Ngai Hang Chan 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 2015-04-13 with Mathematics categories.
Praise for the First Edition “…a nice, self-contained introduction to simulation and computational techniques in finance…” – Mathematical Reviews Simulation Techniques in Financial Risk Management, Second Edition takes a unique approach to the field of simulations by focusing on techniques necessary in the fields of finance and risk management. Thoroughly updated, the new edition expands on several key topics in these areas and presents many of the recent innovations in simulations and risk management, such as advanced option pricing models beyond the Black–Scholes paradigm, interest rate models, MCMC methods including stochastic volatility models simulations, model assets and model-free properties, jump diffusion, and state space modeling. The Second Edition also features: Updates to primary software used throughout the book, Microsoft Office® Excel® VBA New topical coverage on multiple assets, model-free properties, and related models More than 300 exercises at the end of each chapter, with select answers in the appendix, to help readers apply new concepts and test their understanding Extensive use of examples to illustrate how to use simulation techniques in risk management Practical case studies, such as the pricing of exotic options; simulations of Greeks in hedging; and the use of Bayesian ideas to assess the impact of jumps, so readers can reproduce the results of the studies A related website with additional solutions to problems within the book as well as Excel VBA and S-Plus computer code for many of the examples within the book Simulation Techniques in Financial Risk Management, Second Edition is an invaluable resource for risk managers in the financial and actuarial industries as well as a useful reference for readers interested in learning how to better gauge risk and make more informed decisions. The book is also ideal for upper-undergraduate and graduate-level courses in simulation and risk management.
Handbook Of Financial Risk Management
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Author : Ngai Hang Chan
language : en
Publisher: John Wiley & Sons
Release Date : 2013-06-17
Handbook Of Financial Risk Management written by Ngai Hang Chan 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 2013-06-17 with Business & Economics categories.
An authoritative handbook on risk management techniques and simulations as applied to financial engineering topics, theories, and statistical methodologies The Handbook of Financial Risk Management: Simulations and Case Studies illustrates the practical implementation of simulation techniques in the banking and financial industries through the use of real-world applications. Striking a balance between theory and practice, the Handbook of Financial Risk Management: Simulations and Case Studies demonstrates how simulation algorithms can be used to solve practical problems and showcases how accuracy and efficiency in implementing various simulation methods are indispensable tools in risk management. The book provides the reader with an intuitive understanding of financial risk management and deepens insight into those financial products that cannot be priced traditionally. The Handbook of Financial Risk Management also features: Examples in each chapter derived from consulting projects, current research, and course instruction Topics such as volatility, fixed-income derivatives, LIBOR Market Models, and risk measures Over twenty-four recognized simulation models Commentary, data sets, and computer subroutines available on a chapter-by-chapter basis As a complete reference for practitioners, the book is useful in the fields of finance, business, applied statistics, econometrics, and engineering. The Handbook of Financial Risk Management is also an excellent text or supplement for graduate and MBA-level students in courses on financial risk management and simulation.
Financial Risk Management An End User Perspective
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Author : Don M Chance
language : en
Publisher: World Scientific
Release Date : 2019-10-07
Financial Risk Management An End User Perspective written by Don M Chance and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-07 with Business & Economics categories.
In the field of financial risk management, the 'sell side' is the set of financial institutions who offer risk management products to corporations, governments, and institutional investors, who comprise the 'buy side'. The sell side is often at a significant advantage as it employs quantitative experts who provide specialized knowledge. Further, the existing body of knowledge on risk management, while extensive, is highly technical and mathematical and is directed to the sell side.This book levels the playing field by approaching risk management from the buy side instead, focusing on educating corporate and institutional users of risk management products on the essential knowledge they need to be an intelligent buyer. Rather than teach financial engineering, this volume covers the principles that the buy side should know to enable it to ask the right questions and avoid being misled by the complexity often presented by the sell side.Written in a user-friendly manner, this textbook is ideal for graduate and advanced undergraduate classes in finance and risk management, MBA students specializing in finance, and corporate and institutional investors. The text is accompanied by extensive supporting material including exhibits, end-of-chapter questions and problems, solutions, and PowerPoint slides for lecturers.
Financial Risk Management A Simple Introduction
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Author : K.H. Erickson
language : en
Publisher: K.H. Erickson
Release Date :
Financial Risk Management A Simple Introduction written by K.H. Erickson and has been published by K.H. Erickson this book supported file pdf, txt, epub, kindle and other format this book has been release on with Business & Economics categories.
Financial Risk Management: A Simple Introduction presents a detailed guide to some of the central ideas and tools of financial risk management, with theory, examples, formulas, and calculations to illustrate the analysis. Calculate leverage, duration, modified duration, and convexity to find the risk exposure and interest rate risk sensitivity of an asset. Understand bond immunization to manage risk, and assess non-vanilla bond risk using both effective duration and effective convexity. Use value at risk to forecast maximum losses over a period, with detailed step by step instructions provided to using the variance-covariance, historical simulation, and Monte Carlo methods. Learn how to perform autocorrelation and unit root tests to test the square root of time rule. Conduct time-varying volatility analysis, using detailed steps to create an exponentially weighted moving average and then backtest it for robustness. Apply financial risk management tools to the empirical 1994 bankruptcy of Orange County, California to determine if it could have been avoided, and assess a number of financial derivative hedge instruments.
Artificial Intelligence For Financial Risk Management And Analysis
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Author : Derbali, Abdelkader Mohamed Sghaier
language : en
Publisher: IGI Global
Release Date : 2025-04-08
Artificial Intelligence For Financial Risk Management And Analysis written by Derbali, Abdelkader Mohamed Sghaier and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-04-08 with Business & Economics categories.
The revolution of artificial intelligence (AI) impacts various business sectors, including accounting and finance. Machine intelligence is on the rise in human interaction, as novel technologies automate tasks and enhance human capabilities at an increasingly rapid rate. While AI has the potential to assist in the identification and management of risks, such as in financial risk measurement, analysis, and management, the disruptive nature of these emerging technologies introduces new and complex scenarios. Utilizing these technologies to facilitate decision-making processes could result in biased, inequitable, and unreliable decisions, giving rise to concerns regarding data, privacy, and security. Further research is necessary to understand the implications of AI in financial practices. Artificial Intelligence for Financial Risk Management and Analysis delves into the most recent advancements in AI technologies that facilitate risk analysis and decision-making. It examines the potential risks these technologies pose to individuals, businesses, and establishments. Covering topics such as firm management, automation, and long short-term memory (LSTM) networks, this book is an excellent resource for financial advisors, banking professionals, computer scientists, professionals, researchers, academicians, and more.
Financial Techniques For Strategic Decision Making
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Author : Dr. Kumuda P R
language : en
Publisher: Authors Click Publishing
Release Date : 2025-05-12
Financial Techniques For Strategic Decision Making written by Dr. Kumuda P R and has been published by Authors Click Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-05-12 with Business & Economics categories.
Financial Techniques for Strategic Decision Making is a comprehensive guide that equips business leaders, managers, and financial professionals with the essential tools and methodologies needed to make informed, data-driven strategic decisions. The book delves into key financial concepts such as capital budgeting, risk analysis, cost management, financial forecasting, and performance measurement, all within the context of long-term strategic planning. With a focus on real-world application, it blends theory with practical insights, case studies, and decision-making frameworks to help readers align financial analysis with corporate goals. Whether navigating mergers, investments, or growth strategies, this resource empowers readers to evaluate options effectively and drive sustainable success.
Financial Risk Management
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Author : Steven Allen
language : en
Publisher: John Wiley & Sons
Release Date : 2012-12-31
Financial Risk Management written by Steven Allen 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 2012-12-31 with Business & Economics categories.
A top risk management practitioner addresses the essential aspects of modern financial risk management In the Second Edition of Financial Risk Management + Website, market risk expert Steve Allen offers an insider's view of this discipline and covers the strategies, principles, and measurement techniques necessary to manage and measure financial risk. Fully revised to reflect today's dynamic environment and the lessons to be learned from the 2008 global financial crisis, this reliable resource provides a comprehensive overview of the entire field of risk management. Allen explores real-world issues such as proper mark-to-market valuation of trading positions and determination of needed reserves against valuation uncertainty, the structuring of limits to control risk taking, and a review of mathematical models and how they can contribute to risk control. Along the way, he shares valuable lessons that will help to develop an intuitive feel for market risk measurement and reporting. Presents key insights on how risks can be isolated, quantified, and managed from a top risk management practitioner Offers up-to-date examples of managing market and credit risk Provides an overview and comparison of the various derivative instruments and their use in risk hedging Companion Website contains supplementary materials that allow you to continue to learn in a hands-on fashion long after closing the book Focusing on the management of those risks that can be successfully quantified, the Second Edition of Financial Risk Management + Websiteis the definitive source for managing market and credit risk.
Cima Exam Practice Kit Management Accounting Risk And Control Strategy
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Author : Stephen Foster
language : en
Publisher: Elsevier
Release Date : 2006-05-24
Cima Exam Practice Kit Management Accounting Risk And Control Strategy written by Stephen Foster and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-05-24 with Business & Economics categories.
CIMA Exam Practice Kits consolidate learning by providing an extensive bank of practice questions. Each solution provides an in depth analysis of the correct answer and highlights why the alternatives are incorrect. CIMA Exam Practice Kits are ideal for students studying independently or attending a tutored revision course. It supplements the Official CIMA Study Systems and CIMA Revision Cards with a wealth of additional questions and material focused purely on applying what has been learnt to passing the exam. CIMA Exam Practice Kits help students prepare with confidence for exam day, and to pass the new syllabus first time.* Helps CIMA students to prepare and pass the new syllabus first time * Practice applying and displaying knowledge so CIMA examiners can award you marks * Provides worked answers to fully explain the correct answer, and analysis of incorrect answers - helping CIMA students avoid common pitfalls
Fund Math
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Author : Gideon Fairchild
language : en
Publisher: Publifye AS
Release Date : 2025-02-27
Fund Math written by Gideon Fairchild and has been published by Publifye AS this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-02-27 with Business & Economics categories.
""Fund Math"" offers a practical guide to mastering financial mathematics, essential for sound economic decision-making. The book emphasizes that understanding financial ratios, capital allocation, and business investment calculations is crucial for value creation. It uniquely bridges the gap between theoretical concepts and real-world applications, empowering readers to make informed decisions. Did you know that concepts like Net Present Value (NPV) and Internal Rate of Return (IRR) are key tools for evaluating investment opportunities? The book highlights how dividend policies and share repurchase programs impact shareholder value. The book progresses from basic financial ratios to advanced topics like discounted cash flow (DCF) analysis. It uses real-world case studies, contemporary data, and spreadsheet modeling to demonstrate calculations. For instance, understanding a company's cash flow is as vital as understanding its profit, akin to knowing how much water is actually in a bucket versus how much it *should* hold. ""Fund Math"" also connects to accounting, corporate strategy, and risk management, providing a holistic view of financial decision-making.
Financial Modeling Techniques For Managers With Advanced Excel A Practical Approach
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Author : Prof. (Dr.) Deepak Bansal
language : en
Publisher: Chyren Publication
Release Date : 2025-03-18
Financial Modeling Techniques For Managers With Advanced Excel A Practical Approach written by Prof. (Dr.) Deepak Bansal and has been published by Chyren Publication this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-03-18 with Antiques & Collectibles categories.