[下载]The World of Risk Management

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

182422.rar (9.24 MB, 需要: 20 个论坛币) 本附件包括：

• 9812565175.pdf

2007-12-17 20:31:00 上传

[下载]The World of Risk Management
需要: 20 个论坛币  [购买]

Risk management is a foundation discipline for the prudent conduct of investment management. Being effective requires ongoing evolution and adaptation. In The World of Risk Management, an expert team of contributors that include Nobel Prize laureates Robert C Merton and Harry M Markowitz addresses the important issues arising in the practice of risk management.
A common thread among these distinguished articles is a rigorous theoretical or conceptual basis. Illustrated with full color figures throughout, they discuss topics ranging from broad policy considerations to detailed how-to prescriptions, providing professionals and academics with useful practical implementations.

Contents:

• Design of Financial Systems: Towards a Synthesis of Function and Structure (R C Merton & Z Bodie)
• Asset/Liability Management and Enterprise Risk Management of an Insurer (T S Y Ho)
• It's 11pm ?Do You Know Where Your Liquidity Is? The Mean Variance Liquidity Frontier (A W Lo et al.)
• Time Diversification (J L Treynor)
• A Practical Framework for Portfolio Choice (R O Michaud)
• A Markov Chain Monte Carlo Method for Derivative Pricing and Risk Assessment (S R Das & A Sinclair)
• Active Risk and Information Ratio (E Qian & R Hua)
• The Year-End Price of Risk in a Market for Liquidity (M D Griffiths & D B Winters)
• Resampled Frontiers versus Diffuse Bayes: An Experiment (H M Markowitz & N Usmen)
• Fund Managers May Cause Their Benchmarks to be Priced "Risks" (M Stutzer)

[此贴子已经被作者于2007-12-17 20:50:16编辑过]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏5 回帖

关键词：Management Managemen Manage World Risk 下载 World Management The Risk

好