Free Delivery Over $100
|
|
|||
|
||||
OverviewFull Product DetailsAuthor: David Murphy (Rivast Consulting, London, UK) , M.A.H. Dempster (Cambridge Systems Associates Limited, UK) , Dilip B. Madan (University of Maryland, College Park, USA University of Maryland, College Park, USA) , Rama Cont (Columbia University, New York, USA)Publisher: Taylor & Francis Inc Imprint: Chapman & Hall/CRC Dimensions: Width: 17.80cm , Height: 2.40cm , Length: 25.40cm Weight: 0.870kg ISBN: 9781584888932ISBN 10: 1584888938 Pages: 470 Publication Date: 23 April 2008 Audience: College/higher education , Postgraduate, Research & Scholarly Format: Paperback Publisher's Status: Active Availability: In Print  This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsIntroduction. Risk Management and the Behavior of Products. Economic and Regulatory Capital Models. Treasury and Liquidity Risks. Some Trading Businesses and Their Challenges. Concluding Remarks. Index.ReviewsDavid Murphy has used his extensive knowledge to provide a comprehensive guide to market, credit, and operational risk. Written at a fairly nontechnical level, the text is accessible to those with only a basic knowledge of financial mathematics, option theory, and financial markets. Murphy focuses on practical problems, presenting numerous examples and exercises. Stressing intuition rather than detailed mathematical analysis, he brings readers a clear insight to the current challenges facing professionals today. This up-to-date treatment of risk is a welcome change from many other texts currently available. The contents are extremely comprehensive and, most importantly, relevant to the profession. It is not easy to select highlights, but the chapter on credit risk and credit risk capital models stands out. It covers all the latest concepts including securitization, tranching, CDOs, structuring, index products, and more. And notably this is one of the few texts that deals with liquidity risk properly, even though it is one of the most challenging areas of risk management today. Few professionals with experience equal to Murphy's have the time or the ability to provide accounts as detailed and accessible as this. I urge risk managers, traders, regulators, financial consultants, researchers, teachers, and students of risk management to read this book. -Professor Carol Alexander, Chair of Risk Management and Director of Research, University of Reading, UK Author InformationDavid Murphy Tab Content 6Author Website:Countries AvailableAll regions |
||||
