Risk management in turbulent times
Auteur :
Beneplanc, Gilles / Rochet, Jean-Charles
Éditeur :
Oxford University Press Inc
ISBN :
9780199774081
Date de publication :
8 sept. 2011
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
464 g
Format :
book
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The risk management models used by banks and insurance companies are designed for when financial markets behave smoothly and efficiently. However, large risks materialize very often, and financial markets periodically go through bubbles and crashes. This book provides a road map of the most popular models of risk management and shows how they can be adapted to "turbulent times"