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Neil Pearson D. Risk Budgeting. Portfolio Problem Solving with Value-at-Risk


Covers the hottest topic in investment for multitrillion pension market and institutional investors Institutional investors and fund managers understand they must take risks to generate superior investment returns, but the question is how much. Enter the concept of risk budgeting, using quantitative risks measurements, including VaR, to solve the problem. VaR, or value at risk, is a concept first introduced by bank dealers to establish parameters for their market short-term risk exposure. This book introduces VaR, extreme VaR, and stress-testing risk measurement techniques to major institutional investors, and shows them how they can implement formal risk budgeting to more efficiently manage their investment portfolios. Risk Budgeting is the most sophisticated and advanced read on the subject out there in the market.

9021.18 RUR

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Allan Malz M. Financial Risk Management. Models, History, and Institutions


Financial risk has become a focus of financial and nonfinancial firms, individuals, and policy makers. But the study of risk remains a relatively new discipline in finance and continues to be refined. The financial market crisis that began in 2007 has highlighted the challenges of managing financial risk. Now, in Financial Risk Management, author Allan Malz addresses the essential issues surrounding this discipline, sharing his extensive career experiences as a risk researcher, risk manager, and central banker. The book includes standard risk measurement models as well as alternative models that address options, structured credit risks, and the real-world complexities or risk modeling, and provides the institutional and historical background on financial innovation, liquidity, leverage, and financial crises that is crucial to practitioners and students of finance for understanding the world today. Financial Risk Management is equally suitable for firm risk managers, economists, and policy makers seeking grounding in the subject. This timely guide skillfully surveys the landscape of financial risk and the financial developments of recent decades that culminated in the crisis. The book provides a comprehensive overview of the different types of financial risk we face, as well as the techniques used to measure and manage them. Topics covered include: Market risk, from Value-at-Risk (VaR) to risk models for options Credit risk, from portfolio credit risk to structured credit products Model risk and validation Risk capital and stress testing Liquidity risk, leverage, systemic risk, and the forms they take Financial crises, historical and current, their causes and characteristics Financial regulation and its evolution in the wake of the global crisis And much more Combining the more model-oriented approach of risk management-as it has evolved over the past two decades-with an economist's approach to the same issues, Financial Risk Management is the essential guide to the subject for today's complex world.

6856.09 RUR

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MELANIE MILBURNE Bound By A One-Night Vow


‘Marry me or lose everything.’The Italian’s outrageous proposalHeiress Isabella Byrne is on a deadline. She has twenty-four hours to wed or she’ll lose her inheritance! Her father’s protégé, hotel magnate Andrea Vaccaro, knows she can’t refuse his arrogant proposition for a temporary union. They’ll seal the deal at the altar that very night. But with their ever-smouldering attraction bursting into flames, can Izzy risk surrendering to the temptation that awaits her between Andrea’s sheets?

430.1 RUR

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Melanie Milburne Bound By A One-Night Vow


‘Marry me or lose everything.’The Italian’s outrageous proposalHeiress Isabella Byrne is on a deadline. She has twenty-four hours to wed or she’ll lose her inheritance! Her father’s protégé, hotel magnate Andrea Vaccaro, knows she can’t refuse his arrogant proposition for a temporary union. They’ll seal the deal at the altar that very night. But with their ever-smouldering attraction bursting into flames, can Izzy risk surrendering to the temptation that awaits her between Andrea’s sheets?

301.1 RUR

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