发帖
雷达卡
SOA QFI Track 参考书超全大合集
https://bbs.pinggu.org/thread-6906828-1-1.html
Risk Management-Foundations For a Changing Financial World.pdf
(4.37 MB, 需要: 3 个论坛币)
书籍名称：Risk Management: Foundations For a Changing Financial World
作者：Walter V. "Bud" Haslett Jr., CFA, Editor
出版：2010
共819p，文字版（非扫描版）PDF
ISBN 978-0-470-90339-1
目录：
Foreword xiii
Acknowledgments xv
Introduction 1
PART I: OVERVIEW—TWO DECADES OF RISK MANAGEMENT 5
CHAPTER 1 A Framework for Understanding Market Crisis 7CHAPTER 2 Practical Issues in Choosing and Applying Risk Management Tools 25
CHAPTER 3 The Three P’s of Total Risk Management 39
CHAPTER 4 Reporting and Monitoring Risk Exposure 61
CHAPTER 5 Risk Management: A Review 73
CHAPTER 6 Defining Risk 113
CHAPTER 7 Value and Risk: Beyond Betas 125
CHAPTER 8 A Simple Theory of the Financial Crisis; or Why Fischer Black Still Matters 133
CHAPTER 9 Managing Firm Risk 139
CHAPTER 10 Risk Measurement versus Risk Management 153
PART II: MEASURING RISK 161
CHAPTER 11 What Volatility Tells Us about Diversification and Risk Management 163
CHAPTER 12 Risk: Measuring the Risk in Value at Risk 175
CHAPTER 13 How Risk Management Can Benefi t Portfolio Managers 189
CHAPTER 14 Merging the Risk Management Objectives of the Client and Investment Manager 205
CHAPTER 15 The Mismeasurement of Risk 219
CHAPTER 16 Riskiness in Risk Measurement 233
CHAPTER 17 The Second Moment 249
CHAPTER 18 The Sense and Nonsense of Risk Budgeting 253
CHAPTER 19 Understanding and Monitoring the Liquidity Crisis Cycle 273
CHAPTER 20 Why Company-Specifi c Risk Changes over Time 283
CHAPTER 21 Black Monday and Black Swans 301
CHAPTER 22 The Uncorrelated Return Myth 317
PART III: MANAGING RISK 321
Alternative Investments
CHAPTER 23 Risk Management for Hedge Funds: Introduction and Overview 323
CHAPTER 24 Risk Management for Alternative Investment Strategies 353
CHAPTER 25 Sources of Change and Risk for Hedge Funds 367
CHAPTER 26 Risk Management in a Fund of Funds 379
CHAPTER 27 Hedge Funds: Risk and Return 391
Credit Risk
CHAPTER 28 Credit Risk 407
CHAPTER 29 Tumbling Tower of Babel: Subprime Securitization and the Credit Crisis 427
CHAPTER 30 Applying Modern Risk Management to Equity and Credit Analysis 447
Derivatives
CHAPTER 31 The Uses and Risks of Derivatives 459
CHAPTER 32 Effective Risk Management in the Investment Firm 475
CHAPTER 33 Risk-Management Programs 487
CHAPTER 34 Does Risk Management Add Value? 501
CHAPTER 35 Risk Management and Fiduciary Duties 511
Global Risk
CHAPTER 36 Financial Risk Management in Global Portfolios 529
CHAPTER 37 Universal Hedging: Optimizing Currency Risk and Reward in International Equity Portfolios 539
CHAPTER 38 Strategies for Hedging 551
CHAPTER 39 Currency Risk Management in Emerging Markets 567
CHAPTER 40 Managing Geopolitical Risks 573
CHAPTER 41 Country Risk in Global Financial Management 583
CHAPTER 42 Political Risk in the World Economies 651
Nonfinancial Risk
CHAPTER 43 A Behavioral Perspective on Risk Management 657
CHAPTER 44 Behavioral Risk: Anecdotes and Disturbing Evidence 667
CHAPTER 45 The Ten Commandments of Operational Due Diligence 673
CHAPTER 46 Models 681
CHAPTER 47 The Use and Misuse of Models in Investment Management 689
CHAPTER 48 Regulating Financial Markets: Protecting Us from Ourselves and Others 701
Pension Risk
CHAPTER 49 Budgeting and Monitoring Pension Fund Risk 715
CHAPTER 50 The Plan Sponsor’s Perspective on Risk Management Programs 735
CHAPTER 51 Evaluating a Risk-Management Program 745
CHAPTER 52 Developing and Implementing a Risk-Budgeting System 755
CHAPTER 53 Liability-Driven Investment Strategies for Pension Funds 771
About the Contributors 781
Index 783
京公网安备 11010802022788号
