+612 9045 4394
$7.95 Delivery per order to Australia and New Zealand
100% Australian owned
Over a hundred thousand in-stock titles ready to ship
Risk Management and Simulation - Aparna Gupta

Risk Management and Simulation

Paperback Published: 25th September 2019
ISBN: 9780367379889
Number Of Pages: 523

Share This Book:


RRP $185.99
or 4 easy payments of $34.31 with Learn more
This title is not in stock at the Booktopia Warehouse and needs to be ordered from our supplier.
Click here to read more about delivery expectations.

Earn 275 Qantas Points
on this Book

The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation modeling and analysis can help you solve risk management problems related to market, credit, operational, business, and strategic risk. Simulation models and methodologies offer an effective way to address many of these problems and are easy for finance professionals to understand and use. Drawing on the author's extensive teaching experience, this accessible book walks you through the concepts, models, and computational techniques.

How Simulation Models Can Help You Manage Risk More Effectively

Organized into four parts, the book begins with the concepts and framework for risk management. It then introduces the modeling and computational techniques for solving risk management problems, from model development, verification, and validation to designing simulation experiments and conducting appropriate output analysis. The third part of the book delves into specific issues of risk management in a range of risk types. These include market risk, equity risk, interest rate risk, commodity risk, currency risk, credit risk, liquidity risk, and strategic, business, and operational risks. The author also examines insurance as a mechanism for risk management and risk transfer. The final part of the book explores advanced concepts and techniques. The book contains extensive review questions and detailed quantitative or computational exercises in all chapters. Use of MATLAB (R) mathematical software is encouraged and suggestions for MATLAB functions are provided throughout.

Learn Step by Step, from Basic Concepts to More Complex Models

Packed with applied examples and exercises,

ISBN: 9780367379889
ISBN-10: 0367379880
Audience: Professional
Format: Paperback
Language: English
Number Of Pages: 523
Published: 25th September 2019
Publisher: CRC PR INC
Country of Publication: GB
Dimensions (cm): 23.37 x 15.49  x 2.79
Weight (kg): 0.89

Earn 275 Qantas Points
on this Book