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| Understanding Risk - Theory and Practice of Risk Mgmt - Murphy 2008(1), Biblioteka PM |
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[ Pobierz całość w formacie PDF ] Understanding Risk The Theory and Practice of Financial Risk Management © 2008 by Taylor & Francis Group, LLC CHAPMAN & HALL/CRC Financial Mathematics Series Aims and scope: The field of financial mathematics forms an ever-expanding slice of the financial sector. This series aims to capture new developments and summarize what is known over the whole spectrum of this field. It will include a broad range of textbooks, reference works and handbooks that are meant to appeal to both academics and practitioners. The inclusion of numerical code and concrete real-world examples is highly encouraged. Series Editors M.A.H. Dempster Centre for Financial Research Judge Business School University of Cambridge Dilip B. Madan Robert H. Smith School of Business University of Maryland Rama Cont Center for Financial Engineering Columbia University New York Published Titles American-Style Derivatives; Valuation and Computation, Jerome Detemple Engineering BGM, Alan Brace Financial Modelling with Jump Processes, Rama Cont and Peter Tankov An Introduction to Credit Risk Modeling, Christian Bluhm, Ludger Overbeck, and Christoph Wagner Introduction to Stochastic Calculus Applied to Finance, Second Edition, Damien Lamberton and Bernard Lapeyre Numerical Methods for Finance, John A. D. Appleby, David C. Edelman, and John J. H. Miller Portfolio Optimization and Performance Analysis, Jean-Luc Prigent Robust Libor Modelling and Pricing of Derivative Products, John Schoenmakers Structured Credit Portfolio Analysis, Baskets & CDOs, Christian Bluhm and Ludger Overbeck Understanding Risk: The Theory and Practice of Financial Risk Management, David Murphy Proposals for the series should be submitted to one of the series editors above or directly to: CRC Press, Taylor and Francis Group 24-25 Blades Court Deodar Road London SW15 2NU UK © 2008 by Taylor & Francis Group, LLC CHAPMAN & HALL/CRC FINANCIAL MATHEMATICS SERIES Understanding Risk The Theory and Practice of Financial Risk Management David Murphy Boca Raton London New York Chapman & Hall/CRC is an imprint of the Taylor & Francis Group, an informa business © 2008 by Taylor & Francis Group, LLC Chapman & Hall/CRC Taylor & Francis Group 6000 Broken Sound Parkway NW, Suite 300 Boca Raton, FL 33487-2742 © 2008 by Taylor & Francis Group, LLC Chapman & Hall/CRC is an imprint of Taylor & Francis Group, an Informa business No claim to original U.S. Government works Printed in the United States of America on acid-free paper 10 9 8 7 6 5 4 3 2 1 International Standard Book Number-13: 978-1-58488-893-2 (Softcover) This book contains information obtained from authentic and highly regarded sources. Reprinted material is quoted with permission, and sources are indicated. A wide variety of references are listed. Reasonable efforts have been made to publish reliable data and information, but the author and the publisher cannot assume responsibility for the validity of all materials or for the consequences of their use. No part of this book may be reprinted, reproduced, transmitted, or utilized in any form by any electronic, mechanical, or other means, now known or hereafter invented, including photocopying, microfilming, and recording, or in any informa- tion storage or retrieval system, without written permission from the publishers. www.copyright.com/) or contact the Copyright Clearance Center, Inc. (CCC) 222 Rosewood Drive, Danvers, MA 01923, 978-750-8400. CCC is a not-for-profit organization that provides licenses and registration for a variety of users. For orga- nizations that have been granted a photocopy license by the CCC, a separate system of payment has been arranged. Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are used only for identification and explanation without intent to infringe. Library of Congress Cataloging-in-Publication Data Murphy, David (David V. J.), 1965- Understanding risk : the theory and practice of financial risk management / David Murphy. p. cm. -- (Chapman & Hall/CRC financial mathematics series) Includes bibliographical references and index. ISBN 978-1-58488-893-2 (pbk. : alk. paper) 1. Financial risk management. 2. Investment analysis. 3. Portfolio management. I. Title. II. Series. HG4529.5.M87 2007 658.15’5--dc22 2007022602 Visit the Taylor & Francis Web site at and the CRC Press Web site at © 2008 by Taylor & Francis Group, LLC [ Pobierz całość w formacie PDF ] |