Financial Risk Management: Theory, Technology, and Application

Author: Gu Xiujuan
Publisher:
Publish Date: 2006-01-01
Features: This book applies modern financial theory and quantitative methods to systematically and deeply study models and methods for identifying, measuring, and managing interest rate risk, market risk, credit risk, and operational risk. By reading this book, readers can understand the methods and models of financial risk management used by leading international institutions today, as well as grasp the main lines and core content of modern financial theory. The book consists of 10 chapters. Chapters 1-4 introduce the connotation and classification of financial risk, modern financial theory, and quantitative methods; Chapters 5-9 analyze the models and methods for identifying, measuring, and managing interest rate risk, market risk, credit risk, and operational risk; Chapter 10 provides an in-depth discussion on comprehensive risk management.