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, this book builds from elementary models for risk to more sophisticated, dynamic models for risks that evolve over time. A comprehensive introduction to simulation modeling and analysis for risk management, it gives you the tools to better assess and manage the impact of risk in your organizations. The book can also serve as a support reference for readers preparing for CFA exams, GARP FRM exams, PRMIA PRM exams, and actuarial exams.
本帖隐藏的内容
Hardcover: 523 pages
Publisher: CRC Press; 1 edition (June 18, 2013)
Language: English
ISBN-10: 1439835942
ISBN-13: 978-1439835944
Product Dimensions: 9.2 x 6.2 x 1.3 inches
Shipping Weight: 1.8 pounds
http://www.amazon.com/Risk-Management-Simulation-Aparna-Gupta/dp/1439835942/ref=sr_1_1?ie=UTF8&qid=1403432009&sr=8-1&keywords=Risk+Management+and+Simulation