Description

Book Synopsis
This revised edition concentrates on the techniques of risk measurement and their implementation in the management of risk. It is developed from the first edition, "Handbook of Risk Management and Analysis", with five new chapters.

Trade Review
"In what started as a second edition of the well received Handbook of Risk Management and Analysis, Carol Alexander has taken up the challenge of the increasing complexity of today's markets by selecting additional material to cover new aspects of risk modelling and new products, hence the present two volume edition. As before, the authors are well known not only for their expository skills. Sound theories and tried and tested methods are explained; new markets and products are clearly described. This is essential reading for the growing community of quantitatively-minded risk managers.", Dr Jacques Pezier, September 1998, , #

Table of Contents
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.

Risk Management and Analysis Measuring and

    Product form

    A Hardback by Carol Alexander, John C. Hull

    £89.99

    Includes FREE delivery

    RRP £99.99 – you save £10.00 (10%)

    Order before 4pm today for delivery by Fri 18 Sep 2026.

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Risk Management and Analysis Measuring and by Carol Alexander

      Book details

      Publisher John Wiley & Sons Inc
      Published 12 November 1998
      ISBN-13 9780471979579
      978-0471979579
      ISBN-10 0471979570
      Also in:
      Investment and securities Mathematics Applied mathematics

      Description

      Book Synopsis
      This revised edition concentrates on the techniques of risk measurement and their implementation in the management of risk. It is developed from the first edition, "Handbook of Risk Management and Analysis", with five new chapters.

      Trade Review
      "In what started as a second edition of the well received Handbook of Risk Management and Analysis, Carol Alexander has taken up the challenge of the increasing complexity of today's markets by selecting additional material to cover new aspects of risk modelling and new products, hence the present two volume edition. As before, the authors are well known not only for their expository skills. Sound theories and tried and tested methods are explained; new markets and products are clearly described. This is essential reading for the growing community of quantitatively-minded risk managers.", Dr Jacques Pezier, September 1998, , #

      Table of Contents
      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.

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account