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Risk management in turbulent times / Gilles Bénéplanc, Jean-Charles Rochet.

By: Contributor(s): Material type: TextTextPublication details: New York : Oxford University Press, c2011.Description: ix, 212 p. : ill. ; 25 cmISBN:
  • 9780199774081 (cloth : alk. paper)
  • 0199774080 (cloth : alk. paper)
Subject(s): DDC classification:
  • 658.15/5 22
LOC classification:
  • HD 61 .BEN 2011
Contents:
Risk management : what must be changed -- Lessons from recent financial crises -- Living in turbulent times -- The need for a proper methodology -- What is behind risk modeling -- The basic tools of risk modeling -- Statistical risk measures -- Leverage and ruin theory -- The perfect markets hypothesis and its dangers -- Risk neutral valuation -- The case of incomplete markets : relating risk premiums to economic fundamentals -- Risk management in a normal world -- Risk management and shareholder value -- Why market imperfections matter for shareholder value -- The shareholder value function -- Risk management and the shareholder value function -- What to do in practice? -- The different steps of the implementation -- Learning from an example -- Conclusion : some simple messages.
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Holdings
Item type Current library Home library Collection Call number Copy number Status Date due Barcode Item holds
Books Books City Campus Library General Stacks City Campus Library Non-fiction HD 61 BEN 2011 (Browse shelf(Opens below)) c.1 Available 002755
Total holds: 0

Includes bibliographical references and index.

Risk management : what must be changed -- Lessons from recent financial crises -- Living in turbulent times -- The need for a proper methodology -- What is behind risk modeling -- The basic tools of risk modeling -- Statistical risk measures -- Leverage and ruin theory -- The perfect markets hypothesis and its dangers -- Risk neutral valuation -- The case of incomplete markets : relating risk premiums to economic fundamentals -- Risk management in a normal world -- Risk management and shareholder value -- Why market imperfections matter for shareholder value -- The shareholder value function -- Risk management and the shareholder value function -- What to do in practice? -- The different steps of the implementation -- Learning from an example -- Conclusion : some simple messages.

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