Электронная книга: Bob Litterman «Quantitative Risk Management. A Practical Guide to Financial Risk»
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State of the art risk management techniques and practices—supplemented with interactive analytics All too often risk management books focus on risk measurement details without taking a broader view. Quantitative Risk Management delivers a synthesis of common sense management together with the cutting-edge tools of modern theory. This book presents a road map for tactical and strategic decision making designed to control risk and capitalize on opportunities. Most provocatively it challenges the conventional wisdom that «risk management» is or ever should be delegated to a separate department. Good managers have always known that managing risk iscentral to a financial firm and must be the responsibility of anyone who contributes to the profit of the firm. A guide to risk management for financial firms and managers in the post-crisis world, Quantitative Risk Management updates the techniques and tools used to measure and monitor risk. Theseare often mathematical and specialized, but the ideas are simple. The book starts with how we think about risk and uncertainty, then turns to a practical explanation of how risk is measured in today's complex financial markets. Covers everything from risk measures, probability, and regulatory issues to portfolio risk analytics and reporting Includes interactive graphs and computer code for portfolio risk and analytics Explains why tactical and strategic decisions must be made at every level of the firm and portfolio Providing the models, tools, and techniques firms need to build the best risk management practices, Quantitative Risk Management is an essential volume from an experienced manager and quantitative analyst. Издательство: "John Wiley&Sons Limited (USD)"
ISBN: 9781118222102 электронная книга Купить за 6178.75 руб и скачать на Litres |
Другие книги автора:
| Книга | Описание | Год | Цена | Тип книги |
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| Modern Investment Management. An Equilibrium Approach | Introduces the modern investment management techniques used by Goldman Sachs asset management to a broad range of institutional and sophisticated investors. * Along with Fischer Black, Bob Litterman… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга |
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