May 2012
Beginner
558 pages
15h 47m
English
book
Quantitative Risk Management: A Practical Guide to Financial Risk, + Website
by Thomas S. Coleman, Bob Litterman
Content preview from Quantitative Risk Management: A Practical Guide to Financial Risk, + Website
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Contents
Chapter 1: Risk Management versus Risk Measurement
1.1 Contrasting Risk Management and Risk Measurement
1.2 Redefinition and Refocus for Risk Management
1.3 Quantitative Measurement and a Consistent Framework
1.4 Systemic versus Idiosyncratic Risk
Chapter 2: Risk, Uncertainty, Probability, and Luck
2.3 Randomness and the Illusion of Certainty
2.4 Probability and Statistics
2.5 The Curse of Overconfidence
3.2 Manage Infrastructure—Process, Technology, Data
3.5 Brief Overview of Regulatory Issues
3.6 Managing the Unanticipated
Chapter 4: Financial Risk Events
4.1 Systemic versus Idiosyncratic Risk
4.2 Idiosyncratic Financial Events
Chapter 5: Practical Risk Techniques
5.1 Value of Simple, Approximate Answers
5.2 Volatility and Value at Risk (VaR)
5.4 Calculating Volatility and VaR
5.5 Summary for Volatility and VaR
Chapter 6: Uses and Limitations of Quantitative Techniques
6.1 Risk Measurement Limitations
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