Dealing with financial risk (Record no. 39888)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02394nam a2200205 a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781861975911 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 1861975910 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 658.15 |
| Item number | SHI |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Shirreff, David |
| 245 ## - TITLE STATEMENT | |
| Title | Dealing with financial risk |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | London : |
| Name of publisher | Profile Books Ltd., |
| Year of publication | ©2004. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | vii, 214 p. : |
| Other physical details | illustrations ; |
| 500 ## - GENERAL NOTE | |
| General note | Includes Index. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | The growth of modern financial markets --<br/>Market theory --<br/>Derivatives and leverage --<br/>Temples to risk management --<br/>Models for everyman --<br/>Credit models get a thrashing --<br/>The rise of the firm-wide risk manager --<br/>Basel 2 is born, a new regulatory regime --<br/>In praise of liquidity, funding and time horizons --<br/>ART exhibitions --<br/>Sibylline books --<br/>The play's the thing --<br/>What lies ahead --<br/>Lessons from Metallgesellschaft --<br/>Lessons from the collapse of Long-Term Capital Management --<br/>The crash of Mulhouse Brand --<br/>The Sigma affair. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Annotation The concept of financial risk and the realties of financial risk management. Understanding risk and weighing risk against reward have become central to all commercial activity in particular to the financial markets. The concept of risk management used to refer to exclusively to the insurance industry but it was hijacked by wizards in financial institutions in the1980s, initially to make their gambling in the markets seem more respectable. Good risk management requires a constant sharpening of one's awareness to new risks and to the probabilities of different outcomes. This guide will increase the reader's risk awareness, by presenting concepts in a simple and entertaining way, and by explaining the endeavours, mistakes and successes of others, as they have tried to identify, measure and simplify risk, and make it work for them. It looks at swaps, futures, options, derivatives, hedging principles, formulas, Monte Carlo simulations, chaos theory, neural networks, Raron (or risk-adjusted rate of return on capital), stress tests, worst case scenarios and all kinds of games that are played in the cause of managing risk. With great panache, colour and clarity David Shirreff does a remarkable job of throwing light on one of the most complicated aspects of business and finance. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Risk management. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Business enterprises -- Finance. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Risk management -- Case studies. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Reference Books |
| Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Reference | Main Library | Main Library | Reference | 21/08/2008 | Purchased | 643.50 | 658.15 SHI | 011274 | Reference Books |