000			03538nam a2200433Ii 4500
001			9781789737936
003			UtOrBLW
005			20210303084812.0
006			m o d
007			cr un|||||||||
008			191219t20192019enka ob 001 0 eng d
020			_a9781789737936
040			_aUtOrBLW _beng _erda _cUtOrBLW
050		4	_aHD61 _b.C67 2019
072		7	_aBUS027020 _2bisacsh
072		7	_aKFF _2bicssc
080			_a336
082	0	4	_a658.155 _223
100	1		_aCorelli, Angelo, _eauthor.
245	1	0	_aUnderstanding financial risk management / _cAngelo Corelli (American University in Dubai, United Arab Emirates).
250			_aSecond edition.
264		1	_bEmerald Publishing Limited,
300			_a1 online resource (xxvii, 556 pages) : _billustrations
500			_aIncludes index.
504			_aIncludes bibliographical references.
505	0		_aChapter 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.
520			_aFinancial 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.
588	0		_aPrint version record.
650		0	_aFinancial risk management.
650		0	_aRisk management.
650		7	_aBusiness & Economics _xFinance _xFinancial Risk Management. _2bisacsh
650		7	_aFinance. _2bicssc
776			_z9781789737929
856	4	0	_uhttps://doi.org/10.1108/9781789737912
999			_c29616 _d29616