- Hardcover: 424 pages
- Publisher: John Wiley & Sons; Har/Cdr edition (27 Jan 2005)
- Language English
- ISBN-10: 0471491446
- ISBN-13: 978-0471491446
- Product Dimensions: 24.8 x 17.4 x 3.2 cm
- Amazon Bestsellers Rank: 2,494,118 in Books (See Top 100 in Books)
- See Complete Table of Contents
Asset and Risk Management: Risk Oriented Finance
and over one million other books are available for Amazon Kindle .
Learn more
| |||||||||||||||
Did you know you can trade in your old books for an Amazon.co.uk Gift Card to spend on the things you want? Plus, get an extra £5 Gift Certificate when you trade in books worth £10 or more before June 30, 2012. Visit the Books Trade-In Store for more details. |
Product details |
Product Description
Product Description
The aim of this book is to study three essential components of modern finance – Risk Management, Asset Management and Asset and Liability Management, as well as the links that bind them together.
It is divided into five parts:
- Part I sets out the financial and regulatory contexts that explain the rapid development of these three areas during the last few years and shows the ways in which the Risk Management function has developed recently in financial institutions.
- Part II is dedicated to the underlying theories of Asset Management and deals in depth with evaluation of financial assets and with theories relating to equities, bonds and options.
- Part III deals with a central theory of Risk Management, the general theory of Value at Risk or VaR, its estimation techniques and the setting up of the methodology.
- Part IV is the point at which Asset Management and Risk Management meet. It deals with Portfolio Risk Management (the application of risk management methods to private asset management), with an adaptation of Sharpe’s simple index method and the EGP method to suit VaR and application of the APT method to investment funds in terms of behavioural analysis.
- Part V is the point at which Risk Management and Asset and Liability Management (ALM) meet, and touches on techniques for measuring structural risks within the on and off balance sheet.
The book is aimed both at financial professionals and at students whose studies contain a financial aspect.
"Esch, Kieffer and Lopez have provided us with a comprehensive and well written treatise on risk. This is a must read, must keep volume for all those who need or aspire to a professional understanding of risk and its management."
—Harry M Markowitz, San Diego, USA
From the Inside Flap
This book provides a very useful teaching tool suitable for use by both undergraduates and post–graduates, who have chosen to include a financial element in their studies. There are many numbered illustrations and a CD–Rom for practical application.
The work is also aimed at professionals working in the market (private or business fund managers or pension managers, market operators and business managers), risk managers and asset and liability managers, auditors and people working generally in the field of risk management.
Inside This Book
(Learn More)
First Sentence
One of the aims of precautionary surveillance is to increase the quality of risk management in financial institutions. Read the first page
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
One of the aims of precautionary surveillance is to increase the quality of risk management in financial institutions. Read the first page
Explore More
Concordance
Browse Sample PagesConcordance
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
Tag this product(What's this?)Think of a tag as a keyword or label you consider is strongly related to this product.
Tags will help all customers organise and find favourite items. |
Customer Reviews
Listmania!
Look for similar items by category
- Books > Business, Finance & Law > Accounting
- Books > Business, Finance & Law > Management > Management Skills > Decision Making
- Books > Business, Finance & Law > Professional Finance > Insurance > Risk Management
- Books > Business, Finance & Law > Professional Finance > Investments & Securities
- Books > Business, Finance & Law > Professional Finance > Risk Management
Look for similar items by subject
Feedback
- Would you like to update product info or give feedback on images?
- I am the Author, and I want to comment on my book.
- I am the Publisher, and I want to comment on this book.
|
