Introduction

Robert Jarrow ()

Chapter 1 in The Economic Foundations of Risk Management:Theory, Practice, and Applications, 2017, pp 3-4 from World Scientific Publishing Co. Pte. Ltd.

Abstract: This book presents the economic foundations of risk management. It presents the theory, the practice, and applies this knowledge to provide a forensic analysis of some well-known risk management failures. By doing so, this book presents a unified framework for understanding how to manage the risk of an individual’s or corporation’s or financial institution’s assets and liabilities. Providing a framework for analysis, understanding the underlying economics, is essential in practical risk management…

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
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