金融风险管理

ISBN: 9780471219774

出版社: John Wiley & Sons Inc

出版年: 2003-12

页数: 393

定价: 723.00元

装帧: HRD

内容简介

Praise for Financial Risk Management "Key material on how risks can be isolated, quantified, and managed from a top risk management practitioner."

–John Hull, Maple Financial Chair in Derivatives and Risk Management, and Director, Bonham Centre for Finance, University of Toronto "Steve Allen’s book is an excellent read for both seasoned risk professionals and students. He has done a wonderful job of making a complex topic understandable and provided the necessary tools to help others develop and sharpen their own intuition about risk exposure and how to manage it. Theory about risk management is always interesting, but even more refreshing is to see how risk management is performed by those, like Allen, with years of experience in the trenches."

–Leslie Rahl, President, Capital Market Risk Advisors "A very practical and deep approach to the problems of financial risk management."

–Nassim Nicholas Taleb, Empirica LLC, author of Fooled by Randomness and Dynamic Hedging "Allen’s book is a treasure-trove of material and an invaluable resource for any professional seeking to understand modern risk management. It begins with basic concepts and builds carefully to the practical and theoretical ideas necessary for dealing with the complexities of the most sophisticated and relevant financial instruments today."

–Neil Chriss, Managing Director of Quantitative Strategies, SAC Capital, and author of Black-Scholes and Beyond