书目详细信息
： Quantitative enterprise risk management /
书目信息 机读格式(MARC)
| ISBN： | 9781009098465 |
|---|---|
| 编目源： | LBSOR/DLC DLC |
| 个人名称： | Hardy, Mary,1958- |
| 题名： | Quantitative enterprise risk management / Mary R. Hardy, David Saunders. |
| 索书号： | F272.35/H273E |
| 载体形态： | 1 volume ; 24 cm |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | Introduction to enterprise risk management -- Risk taxonomy -- Risk measures -- Frequency-severity analysis -- Extreme value theory -- Copulas -- Stress testing -- Market risk models -- Short-term portfolio risk -- Economic scenario generators -- Interest rate risk -- Credit risk -- Liquidity risk -- Model risk and governance -- Risk mitigation using options and derivatives -- Risk transfer -- Regulation of financial institutions -- Risk-adjusted measures of profit and capital allocation -- Behavioural risk management -- Crisis management. |