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Risk Management and Analysis, Volume 1, Measuring and Modelling Financial Risk

Carol Alexander (Editor), John C. Hull (Foreword by)
ISBN: 978-0-471-97957-9
Hardcover
304 pages
November 1998
List Price: US $135.00
Government Price: US $114.56
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Risk Management and Analysis, Volume 1, Measuring and Modelling Financial Risk (0471979570) cover image

A Survey of Market Risk Measurment.

Mathematical Models of Risk.

Simulation 1.

Simulation 2.

Modelling Credit Risk.

Credit Enhancement.

Value at Risk.

Enterprise Wide Risk.

Risk Management Systems.

Optimal Hedging Strategies.

Volatility Trading.

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