From the balance of payment exposure to foreign exchange and interest rate risk, to credit derivatives and other exotic options, futures, and swaps for mitigating and transferring risk, this book provides a simple yet comprehensive analysis of complex derivatives pricing and their application in risk management. The risk posed by foreign exchange transactions stems from the volatility of the ex…

A practical approach to ART-an alternative method by which companies take on various types of risk This comprehensive book shows readers what ART is, how it can be used to mitigate risk, and how certain instruments/structures associated with ART should be implemented. Through numerous examples and case studies, readers will learn what actually works and what doesn't when using this technique.

This book updates and advances the theory of expected utility as applied to risk analysis and financial decision making. Von Neumann and Morgenstern pioneered the use of expected utility theory in the 1940s, but most utility functions used in financial management are still relatively simplistic and assume a mean-variance world. Taking into account recent advances in the economics of risk and un…

A comprehensive guide to investment guarantees in equity-linked life insurance. Due to the convergence of financial and insurance markets, new forms of investment guarantees are emerging which require financial service professionals to become savvier in modeling and risk management. With chapters that discuss stock return models, dynamic hedging, risk measures, Markov Chain Monte Carlo estimati…

This dramatically enhanced second edition of the Handbook reflects our belief that a dynamically changing business environment requires a comprehensive text that provides an in-depth overview of the various disciplines associated with financial risk management. The Handbook has now evolved into the essential reference text for any risk professional, whether they are seeking FRM Certification or…

Historically, financial and insurance risks were separate subjects most often analyzed using qualitative methods. The development of quantitative methods based on stochastic analysis is an important achievement of modern financial mathematics, one that can naturally be extended and applied in actuarial mathematics. Risk Analysis in Finance and Insurance offers the first comprehensive and access…

This is not a book about management theory in general, but clearly there are some points worth noting relative to business structure and the range or type of risks that might have the greatest impact. The following summary presents the main features in this context against the most common forms of business entity, from sole trader to plc.

Tahun Terbit

2007

ISBN/ISSN

979-421-152-4

Deskripsi Fisik

xv, 286p. ; ill ; 21 cm

No. Panggil

368 ABB a

Tahun Terbit

2020

No. Panggil

658.15 RON h