Quantitative Risk Management
Author: Rudiger Frey
Publisher:
Published: 2010
Total Pages:
ISBN-13:
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Quantitative Risk Management
Author: Thomas S. Coleman
Publisher: John Wiley & Sons
Published: 2012-03-20
Total Pages: 581
ISBN-13: 1118235932
DOWNLOAD EBOOKState of the art risk management techniques and practices—supplemented with interactive analytics All too often risk management books focus on risk measurement details without taking a broader view. Quantitative Risk Management delivers a synthesis of common sense management together with the cutting-edge tools of modern theory. This book presents a road map for tactical and strategic decision making designed to control risk and capitalize on opportunities. Most provocatively it challenges the conventional wisdom that "risk management" is or ever should be delegated to a separate department. Good managers have always known that managing risk is central to a financial firm and must be the responsibility of anyone who contributes to the profit of the firm. A guide to risk management for financial firms and managers in the post-crisis world, Quantitative Risk Management updates the techniques and tools used to measure and monitor risk. These are often mathematical and specialized, but the ideas are simple. The book starts with how we think about risk and uncertainty, then turns to a practical explanation of how risk is measured in today's complex financial markets. Covers everything from risk measures, probability, and regulatory issues to portfolio risk analytics and reporting Includes interactive graphs and computer code for portfolio risk and analytics Explains why tactical and strategic decisions must be made at every level of the firm and portfolio Providing the models, tools, and techniques firms need to build the best risk management practices, Quantitative Risk Management is an essential volume from an experienced manager and quantitative analyst.
Quantitative Risk Management and Decision Making in Construction
Author: Amarjit Singh
Publisher: ASCE Press
Published: 2017
Total Pages: 0
ISBN-13: 9780784414637
DOWNLOAD EBOOKSingh introduces valuable techniques for weighing and evaluating alternatives in decision making with a focus on risk analysis for identifying, quantifying, and mitigating risks associated with construction projects.
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management
Author: M. Rasmussen
Publisher: Springer
Published: 2002-12-13
Total Pages: 453
ISBN-13: 0230512852
DOWNLOAD EBOOKTargeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management. Providing an accessible yet rigorous approach to investment management, it gradually introduces ever more advanced quantitative tools for these areas. Using extensive examples, this book guides the reader from basic return and risk analysis, all the way through to portfolio optimization and risk characterization, and finally on to fully fledged quantitative asset allocation and risk management. It employs such tools as enhanced modern portfolio theory using Monte Carlo simulation and advanced return distribution analysis, analysis of marginal contributions to absolute and active portfolio risk, Value-at-Risk and Extreme Value Theory. All this is performed within the same conceptual, theoretical and empirical framework, providing a self-contained, comprehensive reading experience with a strongly practical aim.
Guidelines for Chemical Process Quantitative Risk Analysis
Author: CCPS (Center for Chemical Process Safety)
Publisher: John Wiley & Sons
Published: 2010-08-27
Total Pages: 784
ISBN-13: 0470935413
DOWNLOAD EBOOKChemical process quantitative risk analysis (CPQRA) as applied to the CPI was first fully described in the first edition of this CCPS Guidelines book. This second edition is packed with information reflecting advances in this evolving methodology, and includes worked examples on a CD-ROM. CPQRA is used to identify incident scenarios and evaluate their risk by defining the probability of failure, the various consequences and the potential impact of those consequences. It is an invaluable methodology to evaluate these when qualitative analysis cannot provide adequate understanding and when more information is needed for risk management. This technique provides a means to evaluate acute hazards and alternative risk reduction strategies, and identify areas for cost-effective risk reduction. There are no simple answers when complex issues are concerned, but CPQRA2 offers a cogent, well-illustrated guide to applying these risk-analysis techniques, particularly to risk control studies. Special Details: Includes CD-ROM with example problems worked using Excel and Quattro Pro. For use with Windows 95, 98, and NT.
Encyclopedia of Quantitative Risk Analysis and Assessment
Author:
Publisher: John Wiley & Sons
Published: 2008-09-02
Total Pages: 2163
ISBN-13: 0470035498
DOWNLOAD EBOOKLeading the way in this field, the Encyclopedia of Quantitative Risk Analysis and Assessment is the first publication to offer a modern, comprehensive and in-depth resource to the huge variety of disciplines involved. A truly international work, its coverage ranges across risk issues pertinent to life scientists, engineers, policy makers, healthcare professionals, the finance industry, the military and practising statisticians. Drawing on the expertise of world-renowned authors and editors in this field this title provides up-to-date material on drug safety, investment theory, public policy applications, transportation safety, public perception of risk, epidemiological risk, national defence and security, critical infrastructure, and program management. This major publication is easily accessible for all those involved in the field of risk assessment and analysis. For ease-of-use it is available in print and online.
Quantitative Risk Assessment
Author: Terje Aven
Publisher: Cambridge University Press
Published: 2011-03-03
Total Pages: 225
ISBN-13: 1139496433
DOWNLOAD EBOOKQuantitative risk assessments cannot eliminate risk, nor can they resolve trade-offs. They can, however, guide principled risk management and reduction - if the quality of assessment is high and decision makers understand how to use it. This book builds a unifying scientific framework for discussing and evaluating the quality of risk assessments and whether they are fit for purpose. Uncertainty is a central topic. In practice, uncertainties about inputs are rarely reflected in assessments, with the result that many safety measures are considered unjustified. Other topics include the meaning of a probability, the use of probability models, the use of Bayesian ideas and techniques, and the use of risk assessment in a practical decision-making context. Written for professionals, as well as graduate students and researchers, the book assumes basic probability, statistics and risk assessment methods. Examples make concepts concrete, and three extended case studies show the scientific framework in action.
Risk Analysis
Author: David Vose
Publisher: John Wiley & Sons
Published: 2008-04-28
Total Pages: 754
ISBN-13: 0470512849
DOWNLOAD EBOOKRisk Analysis concerns itself with the quantification of risk, the modeling of identified risks and how to make decisions from those models. Quantitative risk analysis (QRA) using Monte Carlo simulation offers a powerful and precise method for dealing with the uncertainty and variability of a problem. By providing the building blocks the author guides the reader through the necessary steps to produce an accurate risk analysis model and offers general and specific techniques to cope with most modeling problems. A wide range of solved problems is used to illustrate these techniques and how they can be used together to solve otherwise complex problems.
Quantitative Risk Assessment (QRA) for Natural Hazards
Author: Nasim Uddin
Publisher: Amer Society of Civil Engineers
Published: 2011
Total Pages: 87
ISBN-13: 9780784411537
DOWNLOAD EBOOKCDRM 5 explains the the practical aspects of using quantitative risk assessment (QRA) to develop optimal engineering designs that mitigate the effects of natural hazards, especially on civil infrastructure.
Handbook of Quantitative Finance and Risk Management
Author: Cheng-Few Lee
Publisher: Springer Science & Business Media
Published: 2010-06-14
Total Pages: 1700
ISBN-13: 0387771174
DOWNLOAD EBOOKQuantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.
