| 书目名称 | Corporate Risk Management |
| 副标题 | A Case Study on Risk |
| 编辑 | Dietmar Ernst,Joachim Häcker |
| 视频video | http://file.papertrans.cn/243/242448/242448.mp4 |
| 概述 | Explains step-by-step how to use Excel to analyse risk using Monte Carlo.Illustrates how to incorporate hedging risks into a business plan.Includes exercises to help students understand the concepts |
| 丛书名称 | Springer Texts in Business and Economics |
| 图书封面 |  |
| 描述 | .In times of crisis, risk management is more important than ever. In addition, companies are obliged to identify, quantify and aggregate risks as part of a risk management system. Legal and auditing standards have set the framework for doing so. This book uses a case study to show ‘step by step’ how risks can be analyzed and quantified with the help of Microsoft Excel. The book begins with the graphical representation of risks and the calculation of risk parameters such as the value at risk. It subsequently aggregates different risks into an overall risk using Monte Carlo simulation. Hedging risks is also explained, and how non-hedgeable risks can be integrated into a business plan. The assessment of extreme risks is also addressed, as is the modeling of volatilities. The book is aimed at students of business administration with a focus on finance.. |
| 出版日期 | Textbook 2024 |
| 关键词 | Portfolio Management; Credit Risk Management; Risk Measurement; Risk Aggregation; Quantitative Finance; H |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-031-53126-2 |
| isbn_softcover | 978-3-031-53128-6 |
| isbn_ebook | 978-3-031-53126-2Series ISSN 2192-4333 Series E-ISSN 2192-4341 |
| issn_series | 2192-4333 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
|Archiver|手机版|小黑屋|
派博传思国际
( 京公网安备110108008328)
GMT+8, 2025-8-24 12:05
发表于 2025-3-21 19:02:55
