Centro de Documentacion de Fundación MAPFRE - Risk management and analysis

MAP20070030861

Risk management and analysis / edited by Carol Alexander. — Chichester [etc.] : John Wiley & Sons, cop. 1998

2 v. ; 25 cm . — (Wiley series in financial engineering)

V. 1 : Measuring and modelling financial risk -- V. 2 : New markets and products. — Sumario: Standard approaches to measuring and modelling financial risk -- Volatility and correlation -- Simulation for option princing and risk management -- IT and systems design -- Pricing and risk management of credit-risky products -- Emerging markets -- The origins of risk-neutral pricing and the Black-Scholes formula -- Equity derivatives -- Interest rate option models: a critical survey -- Exotic options -- Captions and swaptions -- Trading volatility -- Credit derivatives

ISBN 0-471-97959-7

1. Gerencia de riesgos . 2. Riesgo financiero . 3. Análisis de riesgos . 4. Mercados financieros . 5. Mercados emergentes . 6. Productos financieros . I. Alexander, Carol . II. Wiley series in financial engineering . III. Título.

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Assinatura: 7 RIS RIS (TOMO I) — Nº de registro: 026193

Empréstimo:

Disponível

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Assinatura: 7 RIS RIS (TOMO II) — Nº de registro: 026193-001

Empréstimo:

Disponível