Risk Management and Simulation by Aparna Gupta

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

The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation modeling and analysis can help you solve risk management problems related to market, credit, operational, business, and strategic risk. Simulation models and methodologies offer an effective way to address many of these problems and are easy for finance professionals to understand and use. Drawing on the author’s extensive teaching experience, this accessible book walks you through the concepts, models, and computational techniques.
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

Aparna Gupta-Risk Management and Simulation-CRC Press (2013).pdf (7.93 MB, 需要: 10 个论坛币)

2014-6-22 18:15:08 上传

Risk Management and Simulation by Aparna Gupta
需要: 10 个论坛币  [购买]

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

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6 回帖

关键词：Simulation Management Managemen ulation Manage generation management effective strategic business

看看，路过。

学习学习

step，step by step

thanks

thanks

好书一本，上学时用过