Financial risk management has become a popular practice amongst
financial institutions to protect against the adverse effects of
uncertainty caused by fluctuations in interest rates, exchange
rates, commodity prices, and equity prices. New financial
instruments and mathematical techniques are continuously developed
and introduced in financial practice. These techniques are being
used by an increasing number of firms, traders and financial risk
managers across various industries. Risk and Financial
Management: Mathematical and Computational Methods confronts
the many issues and controversies, and explains the fundamental
concepts that underpin financial risk management.
* Provides a comprehensive introduction to the core topics of
risk and financial management.
* Adopts a pragmatic approach, focused on computational, rather
than just theoretical, methods.
* Bridges the gap between theory and practice in financial risk
management
* Includes coverage of utility theory, probability, options and
derivatives, stochastic volatility and value at risk.
* Suitable for students of risk, mathematical finance, and
financial risk management, and finance practitioners.
* Includes extensive reference lists, applications and
suggestions for further reading.
Risk and Financial Management: Mathematical and Computational
Methods is ideally suited to both students of mathematical
finance with little background in economics and finance, and
students of financial risk management, as well as finance
practitioners requiring a clearer understanding of the mathematical
and computational methods they use every day. It combines the
required level of rigor, to support the theoretical developments,
with a practical flavour through many examples and
applications.
关于作者
Charles S. Tapiero is the Topfer Distinguished Professor of Financial Engineering and Technology Management at the New York University Polytechnic Institute. He is also Chair and founder of the Department of Finance and Risk Engineering, as well as cofounder and co-Editor in Chief of Risk and Decision Analysis.
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