The Economic Foundations of Risk Management:Theory, Practice, and Applications
Robert Jarrow ()
in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.
Keywords: Risk Management; Derivatives; Value-at-Risk; Funding Risk; Financial Engineering (search for similar items in EconPapers)
JEL-codes: G31 (search for similar items in EconPapers)
Date: 2017
ISBN: 9789813147515
References: Add references at CitEc
Citations: View citations in EconPapers (2)
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https://www.worldscientific.com/worldscibooks/10.1142/10221 (text/html)
Ebook Access is available upon purchase
Chapters in this book:
- Ch 1 Introduction , pp 3-4
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- Ch 2 Primary Assets , pp 9-17
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- Ch 3 Derivatives , pp 19-28
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- Ch 4 Market Risk (Equities, FX, Commodities) , pp 35-45
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- Ch 5 Market Risk (Interest Rates) , pp 47-52
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- Ch 6 Credit Risk , pp 53-58
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- Ch 7 Liquidity Risk , pp 59-68
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- Ch 8 Operational Risk , pp 69-70
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- Ch 9 Trading Constraints , pp 71-76
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- Ch 10 Individuals , pp 81-87
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- Ch 11 Firms , pp 89-91
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- Ch 12 Banks , pp 93-97
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- Ch 13 Diversification , pp 103-105
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- Ch 14 Static Hedging , pp 107-113
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- Ch 15 Dynamic Hedging , pp 115-125
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- Ch 16 Penn Square Bank (1982) , pp 133-139
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- Ch 17 Metallgesellschaft (1993) , pp 141-145
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- Ch 18 Orange County (1994) , pp 147-153
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- Ch 19 Barings Bank (1995) , pp 155-160
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- Ch 20 Long Term Capital Management (1998) , pp 161-166
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- Ch 21 The Credit Crisis (2007) , pp 167-171
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- Ch 22 Washington Mutual (2008) , pp 173-177
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Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:10221
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