| 书目名称 | Risk Management: The State of the Art | | 编辑 | Stephen Figlewski,Richard M. Levich | | 视频video | | | 丛书名称 | The New York University Salomon Center Series on Financial Markets and Institutions | | 图书封面 |  | | 描述 | Very often, we associate the dawn of modern financial theorywith Harry Markowitz who in the 1950s introduced the formalmathematics of probability theory to the problem of managing risk inan asset portfolio.The 1970s saw the advent of formal models forpricing options and other derivative contracts, whose primary purposewas also financial risk management and hedging.But events in the1990s made it clear that effective risk management is a criticalelement for success, and indeed, for long term survival, not only forfinancial institutions, but also for industrial firms, and even fornonprofit organizations and governmental bodies. These recent eventsvividly show that the world is filled with all manner of risks, and sorisk management must extend far beyond the use of standard derivativeinstruments in routine hedging applications. .The articles in this volume cover two broad themes. One themeemphasizes methods for identifying, modeling, and hedging specifictypes of financial and business risks. Articles in this categoryconsider the technology of risk measurement, such as Value at Risk andextreme value theory; new classes of risk, such as liquidity risk; newfinancial instruments and market | | 出版日期 | Book 2002 | | 关键词 | Credit Derivatives; Credit Risk; Financial Risk Management; Hedging; Risk Management; Risk Measurement; bu | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4615-0791-8 | | isbn_softcover | 978-1-4613-5241-9 | | isbn_ebook | 978-1-4615-0791-8Series ISSN 1387-6899 | | issn_series | 1387-6899 | | copyright | Springer Science+Business Media New York 2002 |
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发表于 2025-3-21 16:22:29
