The world of risk management风险管理领域
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作者： H. Gifford Fong著
出 版 社：
出版时间： 2005-10-1字数：版次： 1页数： 218印刷时间： 2005/10/01开本： 16开印次： 1纸张： 胶版纸I S B N ： 9789812565174包装： 精装内容简介
Risk management is a foundation discipline for the prudent conduct of investment management. Being effective requires ongoing evolution and adaptation. In The World of Risk Management, an expert team of contributors that include Nobel Prize laureates Robert C Merton and Harry M Markowitz addresses the important issues arising in the practice of risk management.
A common thread among these distinguished articles is a rigorous theoretical or conceptual basis. Illustrated with full color figures throughout, they discuss topics ranging from broad policy considerations to detailed how-to prescriptions, providing professionals and academics with useful practical implementations.
目录
Introductionvii
Practitioner's Digestix
Chapter 1 Design of Financial Systems: Towards a Synthesis of Function and Structure
Chapter 2 Asset/Liability Management and Enterprise Risk Management of an Insurer
Chapter 3 It's 11 pm—Do You Know Where Your Liquidity Is? The Mean—Variance—Liquidity Frontier
Chapter 4 Time Diversification
Chapter 5 A Practical Framework for Portfolio Choice
Chapter 6 A Markov Chain Monte Carlo Method for Derivative Pricing and Risk Assessment
Chapter 7 Active Risk and Information Ratio
Chapter 8 The Year-End Price of Risk in a Market for Liquidity
Chapter 9 Resampled Frontiers versus Diffuse Bayes: An Experiment
Chapter 10 Fund Managers May Cause Their Benchmarks to be Priced "Risks"
