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Risk Management and Analysis, Volume 1: Measuring and Modelling Financial Risk (Wiley Series in Financial Engineering)

Risk Management and Analysis, Measuring and Modelling Financial Risk (Wiley Series in Financial Engineering)

Penned By Carol Alexander
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Risk Management and Analysis, Volume 1: Measuring and Modelling Financial Risk (Wiley Series in Financial Engineering)

Risk Management and Analysis, Measuring and Modelling Financial Risk (Wiley Series in Financial Engineering)

Penned By Carol Alexander
4.85 24,789 Ratings
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Editor's Note:
Risk Management and Analysis Volume 1 Measuring and Modelling Financial Risk Edited by Carol Alexander In the two years since the publication of The Handbook of Risk Management and Analysis interest and the practice of management, modelling and control of financial risks has grown enormously. The author/editor has produced two stand-alone or companion volumes. Only one third of the original material remains. Measuring and Modelling Financial Risk has been structured in four the first three chapters survey standard approaches to measuring and modelling financial risk from the risk manager perspective, Chapters 4 and 5 are aimed primarily at quantitative risk analysts whose job it is to put the systems in place. Chapters 6 and 7 discuss important issues in IT and systems design, and the last two chapters cover pricing and risk management of credit-risky products. Leading figures in the field Michel Crouhy, Dan Galai and Robert Mark, Stan Beckers, Thomas Wilson, Mark Broadie and Paul Glasserman, Nigel Webb, Ron Dembo, Robert Jarrow and Stuart Turnbull, and Lee Wakeman. "Risk management is becoming an increasingly important activity for financial institutions, fund managers, and corporate treasurers. It used to be the case that the brightest 'quants' were used to design and value ever-more-exotic derivatives. Now increasingly they are finding that their talents can best be put to work in risk management. In this volume Carol Alexander has gathered together nine articles concerned with different aspects of risk management and analysis. The topics covered include the regulatory framework, volatility and correlation models, value at risk, and credit risk. The book will provide a valuable source of reference material for both market participants and students." John Hull, August 1998

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Released December 22, 1998
Identifier (ISBN) 3984673
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Carol    Alexander
The Mind Behind the Work
Carol Alexander

Carol Alexander is the author of several novels. Originally from the East Coast, they now live in the Midwest with family. In addition to writing, Carol Alexander enjoys gardening, cooking, and reading way past bedtime. Their work often explores the complexities of everyday life and human relationships.

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Carol Hill
Carol Hill February 21, 2025
"Exceeded all my expectations. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece."
Nicholas Ramirez
Nicholas Ramirez April 21, 2025
"Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars."
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Ryan Hill
Ryan Hill January 09, 2025
"I was completely blown away. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars."
Daniel Harris
Daniel Harris August 20, 2025
"A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. I would highly recommend this to discerning readers."
Kimberly Smith
Kimberly Smith April 05, 2025
"Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece."
Barbara Flores
Barbara Flores June 01, 2024
"Such a rich narrative. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author."
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"I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece."
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"Masterpiece from start to finish. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars."
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"Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars."
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"Absolutely brilliant. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author."
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"Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars."
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"A very strong entry. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend."
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"Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author."
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"Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel."
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"Excellent, though slightly flawed. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend."
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"Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars."
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"A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem."
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"A very strong entry. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers."
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"Such a rich narrative. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars."
Nancy Walker
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"A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall."
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Nicholas Parker March 13, 2025
"Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece."
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Jacob Sanchez February 17, 2024
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"Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem."
Anthony Martinez
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"Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece."
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"Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading."
Sarah Hernandez
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"I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author."
Laura Nelson
Laura Nelson March 19, 2025
"Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. I am now a lifelong fan of this author."
Eric Scott
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"Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre."
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