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601.9 : Risc
601.1 OpcionsObres de la biblioteca amb la classificació 601.9
Refinar la cercaAdvanced Stochastic Models, Risk Assessment, and Portfolio Optimization / Rachev, Svetlozar T. (2008)
Títol : Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization : The Ideal Risk, Uncertainty, and Performance Measures Tipus de document : text imprès Autors : Rachev, Svetlozar T., Autor ; Stoyanov, Soyan V., Autor ; Frank J. Fabozzi, Autor Editorial : Hoboken : John Wiley & Sons Data de publicació : 2008 Nombre de pàgines : 402 p. ll. : gràf Dimensions : 24 cm. ISBN/ISSN/DL : 978-0-470-05316-4 Idioma : Anglès (eng) Matèries : Gestió del risc Classificació : 601.9 Risc Resum : Since the 1990s, significant progress has been made in developing the concept of a risk measure from both a theoretical and a practical viewpoint. This notion has evolved into a materially different form from the original idea behind traditional mean-variance analysis. As a consequence, the distinction between risk and uncertainty, which translates into a distinction between a risk measure and a dispersion measure, offers a new way of looking at the problem of optimal portfolio selection.
In Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization, the authors assert that the ideas behind the concept of probability metrics can be borrowed and applied in the field of asset management in order to construct an ideal risk measure which would be "ideal" for a given optimal portfolio selection problem. They provide a basic introduction to the theory of probability metrics and the problem of optimal portfolio selection considered in the general context of risk and reward measures.
Generally, the theory of probability metrics studies the problem of measuring distances between random quantities. There are no limitations in the theory of probability metrics concerning the nature of the random quantities, which makes its methods fundamental and appealing. Actually, it is more appropriate to refer to the random quantities as random elements: they can be random variables, random vectors, random functions, or random elements of general spaces. In the context of financial applications, we can study the distance between two random stocks prices, or between vectors of financial variables building portfolios, or between entire yield curves that are much more complicated objects. The methods of the theory remain the same, no matter the nature of the random elements.
Using numerous illustrative examples, this book shows how probability metrics can be applied to a range of areas in finance, including: stochastic dominance orders, the construction of risk and dispersion measures, problems involving average value-at-risk and spectral risk measures in particular, reward-risk analysis, generalizing mean-variance analysis, benchmark tracking, and the construction of performance measures. For each chapter where more technical knowledge is necessary, an appendix is included.Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=3 Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization : The Ideal Risk, Uncertainty, and Performance Measures [text imprès] / Rachev, Svetlozar T., Autor ; Stoyanov, Soyan V., Autor ; Frank J. Fabozzi, Autor . - Hoboken : John Wiley & Sons, 2008 . - 402 p. : gràf ; 24 cm.
ISBN : 978-0-470-05316-4
Idioma : Anglès (eng)
Matèries : Gestió del risc Classificació : 601.9 Risc Resum : Since the 1990s, significant progress has been made in developing the concept of a risk measure from both a theoretical and a practical viewpoint. This notion has evolved into a materially different form from the original idea behind traditional mean-variance analysis. As a consequence, the distinction between risk and uncertainty, which translates into a distinction between a risk measure and a dispersion measure, offers a new way of looking at the problem of optimal portfolio selection.
In Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization, the authors assert that the ideas behind the concept of probability metrics can be borrowed and applied in the field of asset management in order to construct an ideal risk measure which would be "ideal" for a given optimal portfolio selection problem. They provide a basic introduction to the theory of probability metrics and the problem of optimal portfolio selection considered in the general context of risk and reward measures.
Generally, the theory of probability metrics studies the problem of measuring distances between random quantities. There are no limitations in the theory of probability metrics concerning the nature of the random quantities, which makes its methods fundamental and appealing. Actually, it is more appropriate to refer to the random quantities as random elements: they can be random variables, random vectors, random functions, or random elements of general spaces. In the context of financial applications, we can study the distance between two random stocks prices, or between vectors of financial variables building portfolios, or between entire yield curves that are much more complicated objects. The methods of the theory remain the same, no matter the nature of the random elements.
Using numerous illustrative examples, this book shows how probability metrics can be applied to a range of areas in finance, including: stochastic dominance orders, the construction of risk and dispersion measures, problems involving average value-at-risk and spectral risk measures in particular, reward-risk analysis, generalizing mean-variance analysis, benchmark tracking, and the construction of performance measures. For each chapter where more technical knowledge is necessary, an appendix is included.Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=3 Exemplars
Codi de barres Signatura topogràfica Tipus de document Localització Secció Estat Volum Nota 10113174 601.9 RAC Revista Biblioteca IEF Ramon Trias Fargas Revistes Exclòs de préstec
Exclòs de préstec
Títol : Análisis y gestión del riesgo de interés Tipus de document : text imprès Autors : Vicente Meneu Ferrer, Autor ; María Teresa Barreira, Autor ; Eliseo Navarro, Autor Editorial : Barcelona : Ariel Data de publicació : 1992 Col·lecció : Ariel economía Nombre de pàgines : xi, 228 p. ll. : il., gràf. Dimensions : 24 cm ISBN/ISSN/DL : 978-84-344-2075-5 Nota general : Inclou índex i bibliografia Idioma : Castellà (spa) Matèries : Gestió del risc
Tipus d'interèsClassificació : 601.9 Risc Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Análisis y gestión del riesgo de interés [text imprès] / Vicente Meneu Ferrer, Autor ; María Teresa Barreira, Autor ; Eliseo Navarro, Autor . - Barcelona : Ariel, 1992 . - xi, 228 p. : il., gràf. ; 24 cm. - (Ariel economía) .
ISBN : 978-84-344-2075-5
Inclou índex i bibliografia
Idioma : Castellà (spa)
Matèries : Gestió del risc
Tipus d'interèsClassificació : 601.9 Risc Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Exemplars
Codi de barres Signatura topogràfica Tipus de document Localització Secció Estat Volum Nota 10112665 601.9 Men Llibre Biblioteca IEF Ramon Trias Fargas Biblioteca Disponible
DisponibleDonació: Ramon Alfonso
Títol : L'Aversió i l'atracció al risc i les seves conseqüències teòriques i pràctiques : evidència experimental Tipus de document : text imprès Autors : Antoni (Bosch-Domènech) Bosch, Autor ; Joaquim Silvestre i Benach, Autor ; Societat Catalana d'Economia Editorial : Barcelona : Societat Catalana d'Economia, filial de l'Institut d'Estudis Catalans Data de publicació : 2007 Col·lecció : Quaderns de recerca núm. 5 Nombre de pàgines : 93 p. ll. : il. Dimensions : 21 cm ISBN/ISSN/DL : 978-84-7283-907-6 Nota general : Premis: VIII Premi Ferran Armengol i Tubau Idioma : Català (cat) Matèries : Gestió del risc Classificació : 601.9 Risc Vista prèvia a Google Books : http://books.google.es/books?id=6ayKf9P_f7sC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 L'Aversió i l'atracció al risc i les seves conseqüències teòriques i pràctiques : evidència experimental [text imprès] / Antoni (Bosch-Domènech) Bosch, Autor ; Joaquim Silvestre i Benach, Autor ; Societat Catalana d'Economia . - Barcelona : Societat Catalana d'Economia, filial de l'Institut d'Estudis Catalans, 2007 . - 93 p. : il. ; 21 cm. - (Quaderns de recerca; 5) .
ISBN : 978-84-7283-907-6
Premis: VIII Premi Ferran Armengol i Tubau
Idioma : Català (cat)
Matèries : Gestió del risc Classificació : 601.9 Risc Vista prèvia a Google Books : http://books.google.es/books?id=6ayKf9P_f7sC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Exemplars
Codi de barres Signatura topogràfica Tipus de document Localització Secció Estat Volum Nota 10112750 601.9 Bos Llibre Biblioteca IEF Ramon Trias Fargas Biblioteca Disponible
Disponible
Títol : Banks at risk : global best practices in an age of turbulence Tipus de document : text imprès Autors : Peter Hoflich, Autor Editorial : Singapore : John Wiley & Sons (Asia) Data de publicació : 2011 Nombre de pàgines : 236 p. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-470-82719-2 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Bancs -- Avaluació del risc
Gestió del riscClassificació : 601.9 Risc Resum : In the wake of the financial crisis of 2008 the practices of the entire global financial services industry have been called into question. From the government, to the media, to the general public, everyone is re-thinking the way forward for the financial sector, but the stakes are high. Should negative trends in the industry continue and financial innovations allow fallout from the next crisis to grow exponentially, the endgame could be the sort of mutually assured destruction that topples entire economies. Charting the way forward for financial services reform requires a fundamental reappraisal of how things are done in order to avert disaster in the near future, and Banks at Risk: Global Best Practices in an Age of Turbulence explores what the future holds, by talking to experts in the know.
Compiling the insights of ten key figures in the financial services industry—regulators, commercial bankers, risk managers, and infrastructure specialists—who look at both strategic and operational issues in their assessments of how to clean up the industry and move towards a system of properly-managed risk, the book explores exactly what we need to do to prevent another crisis.
Sharing their thoughts for the first time are Liu Mingkang, the Chairman of the China Banking Regulatory Commission; Eric Rosengren, President of the Federal Reserve Bank of Boston; Joel Werkama, Assistant Vice President of the Federal Reserve Bank of Boston; Jane Diplock, former chairperson of the International Organization of Securities Commissions and the former head of New Zealand’s securities commission; Jose Maria Roldan, head of the banking supervision at the Bank of Spain; Jesus Saurina, Director of the Financial Stability Department at the Bank of Spain; Dick Kovacevich, former chairman and CEO of Wells Fargo Bank; Mike Smith, CEO of ANZ Group and former head of HSBC’s Asia Pacific operations; Shan Weijian, Chairman and CEO of Pacific Alliance Group and former senior partner of TPG Capital; Rob Close, former CEO of CLS Group; Tham Ming Soong, Chief Risk Officer at the United Overseas Bank in Singapore; and Tsuyoshi Oyama, former head of the risk assessment division in the international affairs division of the Bank of Japan.Vista prèvia a Google Books : http://books.google.es/books?id=08e17V6hGnoC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 Banks at risk : global best practices in an age of turbulence [text imprès] / Peter Hoflich, Autor . - Singapore : John Wiley & Sons (Asia), 2011 . - 236 p. ; 24 cm.
ISBN : 978-0-470-82719-2
Inclou índex i bibliografia
Idioma : Anglès (eng)
Matèries : Bancs -- Avaluació del risc
Gestió del riscClassificació : 601.9 Risc Resum : In the wake of the financial crisis of 2008 the practices of the entire global financial services industry have been called into question. From the government, to the media, to the general public, everyone is re-thinking the way forward for the financial sector, but the stakes are high. Should negative trends in the industry continue and financial innovations allow fallout from the next crisis to grow exponentially, the endgame could be the sort of mutually assured destruction that topples entire economies. Charting the way forward for financial services reform requires a fundamental reappraisal of how things are done in order to avert disaster in the near future, and Banks at Risk: Global Best Practices in an Age of Turbulence explores what the future holds, by talking to experts in the know.
Compiling the insights of ten key figures in the financial services industry—regulators, commercial bankers, risk managers, and infrastructure specialists—who look at both strategic and operational issues in their assessments of how to clean up the industry and move towards a system of properly-managed risk, the book explores exactly what we need to do to prevent another crisis.
Sharing their thoughts for the first time are Liu Mingkang, the Chairman of the China Banking Regulatory Commission; Eric Rosengren, President of the Federal Reserve Bank of Boston; Joel Werkama, Assistant Vice President of the Federal Reserve Bank of Boston; Jane Diplock, former chairperson of the International Organization of Securities Commissions and the former head of New Zealand’s securities commission; Jose Maria Roldan, head of the banking supervision at the Bank of Spain; Jesus Saurina, Director of the Financial Stability Department at the Bank of Spain; Dick Kovacevich, former chairman and CEO of Wells Fargo Bank; Mike Smith, CEO of ANZ Group and former head of HSBC’s Asia Pacific operations; Shan Weijian, Chairman and CEO of Pacific Alliance Group and former senior partner of TPG Capital; Rob Close, former CEO of CLS Group; Tham Ming Soong, Chief Risk Officer at the United Overseas Bank in Singapore; and Tsuyoshi Oyama, former head of the risk assessment division in the international affairs division of the Bank of Japan.Vista prèvia a Google Books : http://books.google.es/books?id=08e17V6hGnoC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 Exemplars
Codi de barres Signatura topogràfica Tipus de document Localització Secció Estat Volum Nota 10113067 601.9 Hof Llibre Biblioteca IEF Ramon Trias Fargas Biblioteca Disponible
Disponible
Títol : Beyond value at risk : the new science of risk management Tipus de document : text imprès Autors : Kevin Dowd, Autor Editorial : New York : John Wiley & Sons Data de publicació : 1998 Col·lecció : Wiley frontiers in finance Nombre de pàgines : xi, 274 p. ll. : il. Dimensions : 25 cm ISBN/ISSN/DL : 978-0-471-97621-9 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Futurs financers
Gestió del riscClassificació : 601.9 Risc Resum : Beyond Value at Risk The New Science of Risk Management A Comprehensive Guide to Value at Risk and Risk Management Risk management and measurement are now, without doubt, the hottest topics in the finance world. Today, quantifying risk management is not only a management tool - but is also used by regulators for banks and finance houses. Beyond Value at Risk provides a comprehensive guide to recent developments and existing approaches to VaR and risk management, going beyond traditional approaches to the subject and offering a new, far-reaching perspective on investment, hedging and portfolio decision-making. The key to this distinctive approach is a new decision rule - the 'Generalised Sharpe Rule', and its practical applications. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Beyond value at risk : the new science of risk management [text imprès] / Kevin Dowd, Autor . - New York : John Wiley & Sons, 1998 . - xi, 274 p. : il. ; 25 cm. - (Wiley frontiers in finance) .
ISBN : 978-0-471-97621-9
Inclou índex i bibliografia
Idioma : Anglès (eng)
Matèries : Futurs financers
Gestió del riscClassificació : 601.9 Risc Resum : Beyond Value at Risk The New Science of Risk Management A Comprehensive Guide to Value at Risk and Risk Management Risk management and measurement are now, without doubt, the hottest topics in the finance world. Today, quantifying risk management is not only a management tool - but is also used by regulators for banks and finance houses. Beyond Value at Risk provides a comprehensive guide to recent developments and existing approaches to VaR and risk management, going beyond traditional approaches to the subject and offering a new, far-reaching perspective on investment, hedging and portfolio decision-making. The key to this distinctive approach is a new decision rule - the 'Generalised Sharpe Rule', and its practical applications. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Exemplars
Codi de barres Signatura topogràfica Tipus de document Localització Secció Estat Volum Nota 10112713 601.9 Dow Llibre Biblioteca IEF Ramon Trias Fargas Biblioteca Disponible
DisponibleDonació: Ramon Alfonso PermalinkPermalinkPermalinkPermalinkPermalinkPermalinkPermalinkPermalinkPermalinkPermalink
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