发帖
雷达卡
190961.rar
(1.02 MB, 需要: 10 个论坛币)
本附件包括：
Contents
Acknowledgements viii
Introduction 1
Part 1 Financial risk: an endless challenge 5
1 The growth of modern financial markets 7
2 Market theory 16
3 Derivatives and leverage 23
4 Temples to risk management 34
5 Models for Everyman 44
6 Credit models get a thrashing 58
7 The rise of the firm-wide risk manager 64
8 Basel 2 is born – a new regulatory regime 73
9 In praise of liquidity, funding and time horizons 83
10 ART exhibitions 92
11 Sibylline books 103
12 The play’s the thing 108
13 What lies ahead 116
Part 2 Risk in practice: real and simulated examples 121
14 Lessons from Metallgesellschaft 123
15 Lessons from the collapse of Long-Term Capital Management 136
16 The crash of Mulhouse Brand 153
17 The Sigma affair 175
References 188
Glossary of key terms 190
190963.jpg
(31.19 KB, 需要: 10 个论坛币)
京公网安备 11010802022788号
