rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Understanding financial risk management
  name:
    name part: Corelli, Angelo
    role:
      role term: creator
    role:
      role term: author.
  type of resource: text
  genre: bibliography
  genre: elektronické knihy
  genre: electronic books
  origin info:
    place:
      place term: enk
    date issued: 2019
    copyright date: 2019
    edition: Second edition.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xxvii, 556 pages) : illustrations
  abstract: Financial risk management is a topic of primary importance in financial markets. It is important to learn how to measure and control risk, how to be primed for the opportunity of compensative return, and how to avoid useless exposure. This second edition of Understanding Financial Risk Management offers an updated version of its innovative approach to such issues. Angelo Corelli analyses the various types of financial risk that a financial institution now face in everyday operationsincluding market, interest rate, credit, liquidity, operational, currency, volatility, and enterprise risk. He deals with each type of risk using a rigorous mix of analytical and theoretical approaches; he gives introductory overviews to the most relevant statistical and mathematical tools; and he provides innovative analyses of all the major models available in the literature. This broad view of theory and the current state of the industry provides a friendly but serious starting point for those who encounter risk management for the first time, and it offers plenty of food for thought to more advanced readers. For its unique mix of rigour and accessibility, this book is a must-read for finance professionals, and it is of keen interest to finance students and researchers.
  table of contents: Chapter 1. Risk : an overview -- Chapter 2. Financial markets and volatility -- Chapter 3. Conditional dependence and time series -- Chapter 4. Statistical analysis -- Chapter 5. Beyond normality and correlation -- Chapter 6. Conditional risk analysis -- Chapter 7. High frequency data -- Chapter 8. Financial derivatives -- Chapter 9. Option pricing and risk modeling -- Chapter 10. Market risk -- Chapter 11. Inside value at risk -- Chapter 12. Interest rate Risk -- Chapter 13. Credit risk -- Chapter 14. Liquidity risk -- Chapter 15. Enterprise risk -- Chapter 16. Other risks -- Chapter 17. Financial crisis and securitization -- Chapter 18. Liquidity risk -- Chapter 19. Enterprise risk -- Chapter 20. Other risks -- Chapter 21. Financial crisis and securitization -- Chapter 22. Hedging techniques -- Chapter 23. Advanced topics -- Chapter 24. The future of financial risk management.
  note: Angelo Corelli (American University in Dubai, United Arab Emirates).
  note: Includes index.
  note: Plný text je dostupný pouze z IP adres počítačů Univerzity Tomáše Bati ve Zlíně nebo vzdáleným přístupem pro zaměstnance a studenty
  note: Includes bibliographical references.
  subject:
    topic: Financial risk management
  subject:
    topic: Risk management
  subject:
    topic: Business & Economics
    topic: Finance
    topic: Financial Risk Management
  subject:
    topic: Finance
  classification: 658.155
  classification: 336
  identifier: 9781789737936
  identifier: 9781789737912
  identifier: https://proxy.k.utb.cz/login
  access condition: Plný text je dostupný pouze z IP adres počítačů Univerzity Tomáše Bati ve Zlíně nebo vzdáleným přístupem pro zaměstnance a studenty
  record info:
    record content source: UtOrBLW
    record creation date: 191219
    record change date: 20191219103429.0
    record identifier: em-9781789737936
    language of cataloging:
      language term: eng