by
Bellalah, Mondher.
Call Number
332.6457 22
Publication Date
2010
Summary
This book covers fundamental concepts in financial markets and asset pricing such as hedging, arbitrage, speculation in different markets, classical models for pricing of simple and complex derivatives, mathematical foundations, managing and monitoring portfolios of derivatives in real time, etc. It explains different applications of these concepts using real world examples. The book also covers topics like financial markets and instruments, option pricing models, option pricing theory, exotic derivatives, second generation options, etc. Written in a simple manner and amply supported by real world examples, questions and exercises, the book will be of interest to students, academics and practitioners alike.
Format:
Electronic Resources
Relevance:
134473.6094
by
WetFeet.com (Firm)
Call Number
368.0023 22
Publication Date
2009
Format:
Electronic Resources
Relevance:
134467.2500
View Other Search Results
by
Saita, Francesco.
Call Number
332.66 22
Publication Date
2007
Summary
While the highly technical measurement techniques and methodologies of Value at Risk have attracted huge interest, much less attention has been focused on how Value at Risk and the risk-adjusted performance measures such as RAROC or economic profit/EVA can be effectively used to improve a bank's decision making processes. Academic books are typically concerned primarily with measurement techniques, and devote only a small section to describing the applications, usually without discussing the problems that changing organizational processes in banks may have on business units' behaviour. PractitionersŁŒ books are often based on a single experience, presenting the approach that has been pursued by a single bank, but often do not adequately evaluate that approach. In actual practice, the choice of how to use Value at Risk and risk-adjusted performance measures has no single optimal solution, but requires effective decision making that can identify the solution that is consistent with the bank's style of management and coordination mechanisms, and often with characteristics of individual business units as well. In this book, Francesco Saita of Bocconi University argues that even though risk measurement techniques have greatly improved in recent years for market, credit and now also operational risk, capital management and capital allocation decisions are far from becoming purely technical and mechanical. On one hand, decisions about capital management must consider handling different capital constraints (e.g. regulatory vs. economic capital) and face remarkable difficulties in providing a measure of aggregated· Value at Risk (i.e. a measure that considers the overall value at risk of the bank after diversification across risk types). On the other hand, the aim of using capital more efficiently through capital allocation cannot be achieved only through a sort of centralized asset allocation process, but rather by designing a Value at Risk limit system and a risk-adjusted performance measurement system that are designed to provide the right incentives to individual business units. This connection between sophisticated and cutting edge risk measurement techniques and practical bank decision making about capital management and capital allocation make this book unique and provide readers with a depth of academic and theoretical expertise combined with practical and real-world understanding of bank structure, organizational constraints, and decisionmaking processes. *Contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books *Discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation *Author is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe.
Format:
Electronic Resources
Relevance:
126783.3047
by
Erler, Steffen.
Call Number
341.765 22
Publication Date
2009
Summary
Since 2008, the EU system for the Registration, Evaluation and Authorisation of Chemicals (REACH) has begun impacting companies across the world. As a retrospective analysis, this publication presents the findings of the first PhD thesis on the REACH Regulation dating to 2007. Today, efficient and effective implementation of REACH continues to depend on the inter-action of Member State regulators during EU decision-making. This is the result of past political debates surrounding the legislation being narrowly focused on mechanisms for conducting hazard assessments. To facilitate EU decision-ma.
Format:
Electronic Resources
Relevance:
126781.4531
by
Fong, H. Gifford.
Call Number
332.6 22
Publication Date
2006
Format:
Electronic Resources
Relevance:
126778.0938
by
Han, Dawei.
Call Number
627.4
Publication Date
2011
Summary
Annotation Floods are devastating natural disasters with a significant impact on human life and the surrounding environent. Flood Risk Assessment and Management should serve as an Ideal textbook on analytical flood risk assessment and management, and is intended for lecturers, undergraduates and postgraduates in civil engineering, geography, environmental science, earth sciences, and related disciplines. This book is based on the lecture notes taught at the University of Bristol to students undertaking a Masters course in civil engineering. All chapters are supplemented with challenging questions, answers and solutions.
Format:
Electronic Resources
Relevance:
114680.0078
by
Ishikawa, Akira, 1934-
Call Number
658.4038 22
Publication Date
2007
Summary
"This book deals with knowledge management with an emphasis on knowledge risk, i.e., a general trend of knowledge value getting shorter and becoming temporary. The shortening of knowledge value lifespan will have a profound impact on companies? employment policies, and employees? strategies for gaining knowledge. How to manage knowledge selection, including personnel management, will be the key to survival for companies, when corporate competency shifts from stable business contacts to the quality of their offers, and when the value of knowledge, which is the foundation of products and services"--Publisher description.
Format:
Electronic Resources
Relevance:
114677.9063
8.
by
Ishikawa, Akira, 1934-
Call Number
360 22
Publication Date
2009
Summary
Natural disasters, terrorist attacks, financial collapses, and other crisis situations have occupied public attention to an unprecedented degree in recent years. In the face of these events, the study of risk and crisis management is becoming more important than ever before. This book is a clear and comprehensive guide to the most common emergency situations of our day, giving succinct, practical advice on how best to avoid them if possible, how to minimize loss and damage once they have occurred, and how best to recover sustainably. The 101 cases presented here cover both natural and man-made disasters, drawing on recent and current case histories to propose workable solutions for governments, corporations and ordinary people facing extraordinary times. This revised and expanded edition of the authors' 1999 book, Survival - Simulation of Risk and Crisis Management 69, is written in an accessible style and contains the latest research in the field. It will benefit laypeople, professionals, and academics alike. In particular, safety professionals, public management professionals, CEOs, CIOs, tertiary students and researchers will appreciate its pragmatic, vigilant approach to dealing with and recovering from natural and man-made disasters in the interest of long-term survival and sustainability.
Format:
Electronic Resources
Relevance:
109796.2891
9.
by
Engle, R. F. (Robert F.)
Call Number
332.678 22
Publication Date
2009
Summary
Financial markets respond to information virtually instantaneously. Each new piece of information influences the prices of assets and their correlations with each other, and as the system rapidly changes, so too do correlation forecasts. This fast-evolving environment presents econometricians with the challenge of forecasting dynamic correlations, which are essential inputs to risk measurement, portfolio allocation, derivative pricing, and many other critical financial activities. In Anticipating Correlations, Nobel Prize-winning economist Robert Engle introduces an important new method for es.
Format:
Electronic Resources
Relevance:
109790.2813
by
Hopkinson, Martin.
Call Number
658.155 22
Publication Date
2011
Summary
Martin Hopkinson equips you with the ability to assess the capability of your organisation's risk management process on four distinct levels. This enables you to assess whether your current level of risk management is appropriate for the nature and scale of the projects you are undertaking. Using an objective measure of risk management capability is extremely valuable for organisations, both the private and public sector need to demonstrate good project governance. The Project Risk Maturity Model provides a measure for progress in the ongoing development of project managers and teams. Includes a free copy of the Project Risk Maturity Model Programme on CD allowing you to perform an unlimited number of your own maturity assessments.
Format:
Electronic Resources
Relevance:
105494.9297
11.
by
Grinsven, Jürgen H. M. van (Jürgen Hendrikus Marinus)
Call Number
332.1 22
Publication Date
2009
Summary
Operational risk is possibly the largest threat to financial institutions. In this book, the focus is on an alternative to the existing efforts: to improve operational risk management that is more effective, efficient and satisfying. It prescribes and explains a highly structured approach for operational risk management.
Format:
Electronic Resources
Relevance:
105478.5703
by
Bonham, Stephen S.
Call Number
658.4012 22
Publication Date
2008
Summary
This unique resource presents a new look at how the puzzle pieces of corporate dynamics management can fit together to ensure strategic designs are actionable.
Format:
Electronic Resources
Relevance:
98205.4922
Limit Search Results
Narrowed by: