Risk Assessment: Decisions in Banking and Finance by Georg BolRisk Assessment: Decisions in Banking and Finance by Georg Bol

Risk Assessment: Decisions in Banking and Finance

EditorGeorg Bol, Svetlozar T. Rachev, Reinhold Würth

Paperback | October 19, 2010

Pricing and Purchase Info

$215.41 online 
$232.95 list price save 7%
Earn 1,077 plum® points

Prices and offers may vary in store


In stock online

Ships free on orders over $25

Not available in stores


New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a manifold view on the most-discussed topics in finance. Among the subjects treated are important issues such as: risk measures and allocation of risks, factor modeling, risk premia in the hedge funds industry and credit risk management. The volume provides an overview of recent developments as well as future trends in the area of risk assessment.
Title:Risk Assessment: Decisions in Banking and FinanceFormat:PaperbackDimensions:294 pages, 9.25 × 6.1 × 0.07 inPublished:October 19, 2010Publisher:Physica-Verlag HDLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3790825573

ISBN - 13:9783790825572


Table of Contents

Automotive Finance: The Case for an Industry-Specific Approach to Risk Management.- Evidence on Time-Varying Factor Models for Equity Portfolio Construction.- Time Dependent Relative Risk Aversion.- Portfolio Selection with Common Correlation Mixture Models.- A New Tempered Stable Distribution and Its Application to Finance.- Estimation of a-stable Sub-Gaussian Distributions for Asset Returns.- Risk Measures for Portfolio Vectors and Allocation of Risks.- The Road to Hedge Fund Replications: The Very First Steps.- Asset Securisation as a Profits Management Instrument.- Recent Advances in Credit Risk Management.- Stable ETL Optimal Portfolios and Extreme Risk Management.- Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research.