02983cam a2200421Ii 45000010014000000030008000140050017000220060019000390070015000580080041000730400035001140200036001490200033001850200018002180200043002360200040002790200042003190200039003610350022004000350024004220500023004460820017004691000032004862450063005182640040005813000043006213360026006643370026006903380036007164900054007525050586008065200814013925880047022066500056022536500067023098560083023768560102024599781315144597FlBoTFG20200508023605.0m     o  d        cr cnu|||unuuu200429s2020    flu     of    000 0 eng d  aOCoLC-PbengerdaepncOCoLC-P  a9781315144597q(electronic bk.)  a131514459Xq(electronic bk.)  z9781138501874  a9781351385220q(electronic bk. : EPUB)  a1351385224q(electronic bk. : EPUB)  a9781351385237q(electronic bk. : PDF)  a1351385232q(electronic bk. : PDF)  a(OCoLC)1152525247  a(OCoLC-P)1152525247 4aHD61b.R663 2020eb04a658.15/52231 aRoncalli, Thierry,eauthor.10aHandbook of financial risk management /cThierry Roncalli. 1aBoca Raton, FL :bCRC Press,c2020.  a1 online resource (xxxiv, 1142 pages).  atextbtxt2rdacontent  acomputerbc2rdamedia  aonline resourcebcr2rdacarrier1 aChapman and Hall/CRC Financial Mathematics Series0 a1. Introduction. Part I Risk Management in the Financial Sector. 2. Market Risk. 3. Credit Risk. 4. Counterparty Credit Risk and Collateral Risk. 5. Operational Risk. 6. Liquidity Risk. 7. Asset Liability Management Risk. 8. Systemic Risk and Shadow Banking System. Part II Mathematical and Statistical Tools. 9. Model Risk of Exotic Derivatives. 10. Statistical Inference and Model Estimation. 11. Copulas and Dependence Modeling. 12. Extreme Value Theory. 13. Monte Carlo Simulation Methods. 14. Stress Testing and Scenario Analysis. 15. Credit Scoring Models. ConclusionAppendix  aDeveloped over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master's degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874  aOCLC-licensed vendor bibliographic record. 0aFinancial risk managementvHandbooks, manuals, etc. 0aRisk managementxMathematical modelsvHandbooks, manuals, etc.403Taylor & Francisuhttps://www.routledgehandbooks.com/doi/10.1201/9781315144597423OCLC metadata license agreementuhttp://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf