000			02963nam a2200169Ia 4500
008			140223b2014 xxu||||| |||| 00| 0 eng d
020			_a9781439835944 _c0.00
082			_a658.155011 _bGUP
100			_aGupta, Aparna
245			_aRisk Management and Simulation
260			_aBoca Raton _bCRC Press _c2014
300			_a491p
500			_aI Risk and Regulation Defining Risk Types of Risk Getting Started with Modeling Risk MATLAB Tools for Distributions Framework for Risk Management How to Handle Risk? Example Contexts to Apply the Framework MATLAB Tools for Risk Measures Regulations and Risk Management Regulations Overview Regulations and Banking Regulations and Investment Banking Regulations and Insurance II Modeling and Simulation of Risk Principles of Simulation and Generating Random Variates Principles of Simulation Random Number Generation Generation of Discrete Random Variates Generation of Continuous Random Variates Testing Random Variates Validation of Model Output Analysis MATLAB Tools for Simulation Modeling Risk Evolving over Time Stochastic Processes Discrete-Time Evolution of Risk Continuous-Time Evolution of Risk Modeling Correlation MATLAB Tools for Modeling Risk Evolving over Time Building and Solving Models of Risk Deterministic Financial Modeling Introducing Stochasticity in the Modeling Defining New Integrals Analytical Solutions Solving Models Using Simulation Estimating Parameters MATLAB Tools for Building and Solving Models of Risk III Risk Management Managing Equity Market Risk Mitigating Equity Risk Transferring Equity Risk Equity Hedging Strategies MATLAB Tools for Equity and Portfolios Managing Interest Rates and Other Market Risks Pricing Fixed Income Instruments Interest-Rate Risk Management Managing Commodities Risk Managing Foreign Exchange Risk Value-at-Risk and Stress Testing for Market Risk Management MATLAB Tools for Fixed Income, Commodities, and Exchange Rates Credit Risk Management Retail Credit Risk Commercial Credit Risk Credit Risk Hedging Instruments Portfolio Credit Risk Management MATLAB Tools for Credit Risk Strategic, Business, and Operational Risk Management Strategic Risk Management Business Risk Management Asset-Liability Management Operational Risk Management Risk Management Using Insurance Basic Concepts of Insurance Principle behind Insurance Types of Insurance Risk Management Framework for Pure Risk Risk Management by Insurers IV Advanced Simulation Advanced Simulation Topics Variance Reduction Techniques Simulation-Based Optimization MATLAB Tools for Variance Reduction and Optimization Bibliography Index Chapters include a summary as well as review questions and exercises.
600			_aRisk management / Risk management - Simulation methods
890			_aUSA
995			_AGUP _B011704 _CMGT-O/H _D4731.62 _E0 _F049 _G330 _H0 _I0.00 _J6968.51 32.10% SUG - SUG _L20140216 _UC _W20140314 _XPustak _ZGeneral
999			_c75486 _d75486