Risk Management: Framework, Methods, and Practice: 33 (Frank J. Fabozzi Series) - Hardcover

Focardi, Sergio M.; Jonas, Caroline

 
9781883249359: Risk Management: Framework, Methods, and Practice: 33 (Frank J. Fabozzi Series)
Hardcover
ISBN 10: 188324935X ISBN 13: 9781883249359
Publisher: Wiley, 1998

Synopsis

Risk management is one of the most critical areas in investment and finance-especially in today's volatile trading environment. With Risk Management: Framework, Methods, and Practice you'll learn about risk management across industries through firsthand, real life war stories rather than mathematical formulas. Concise and readable, it covers both the theoretical underpinnings of risk management, as well as practical techniques for coping with financial market volatility. Focardi and Jonas give you a broad conceptual view of risk management: how far we have progressed, and the problems that remain. Using vivid analogies, this book takes you through key risk measurement issues such as fat tails and extreme events, the pros and cons of VAR, and the different ways of modeling credit risk. This book is a rarity in that it does not presuppose any knowledge of sophisticated mathematical techniques, but rather interprets these in their intuitive sense.

"synopsis" may belong to another edition of this title.

About the Author

Sergio Focardi is a partner of The Intertek Group. Before forming The Intertek Group, he was a director at Control Data. Dr. Focardi has authored and coauthored numerous articles, reports, and books on simulation and adaptive methods in research and industry. He holds a degree in Electronics Engineering from the University of Genoa and has a specialization in Communications from the Electrotechnical Institute Galileo Ferraris in Turin.
Caroline Jonas is a partner of the Intertek Group. Previously she was a senior consultant (Europe) with Regis McKenna Inc. Ms. Jonas has coauthored reports on advanced computational methods in banking and finance. She holds a BA in Political Science from the University of Illinois, Urbana-Champaign.

From the Back Cover

Risk management is one of the most critical areas in investment and finance especially in today s volatile trading environment. With Risk Management: Framework, Methods, and Practice you ll learn about risk management across industries through firsthand, real life war stories rather than mathematical formulas. Concise and readable, it covers both the theoretical underpinnings of risk management, as well as practical techniques for coping with financial market volatility. Focardi and Jonas give you a broad conceptual view of risk management: how far we have progressed, and the problems that remain. Using vivid analogies, this book takes you through key risk measurement issues such as fat tails and extreme events, the pros and cons of VAR, and the different ways of modeling credit risk. This book is a rarity in that it does not presuppose any knowledge of sophisticated mathematical techniques, but rather interprets these in their intuitive sense.

From the Inside Flap

Risk management is one of the most critical areas in investment and finance–especially in today’s volatile trading environment. With Risk Management: Framework, Methods, and Practice you’ll learn about risk management across industries through firsthand, real life war stories rather than mathematical formulas. Concise and readable, it covers both the theoretical underpinnings of risk management, as well as practical techniques for coping with financial market volatility. Focardi and Jonas give you a broad conceptual view of risk management: how far we have progressed, and the problems that remain. Using vivid analogies, this book takes you through key risk measurement issues such as fat tails and extreme events, the pros and cons of VAR, and the different ways of modeling credit risk. This book is a rarity in that it does not presuppose any knowledge of sophisticated mathematical techniques, but rather interprets these in their intuitive sense.

"About this title" may belong to another edition of this title.

Publisher
Wiley
Publication date
1998
Language
English
ISBN 10 
188324935X
ISBN 13 
9781883249359
Binding
Hardcover
Edition number
1
Number of pages
224

Other Popular Editions of the Same Title

9780070120532: Risk Management

Featured Edition

ISBN 10:  0070120536 ISBN 13:  9780070120532
Publisher: McGraw-Hill, 1998
Hardcover