株式会社極東書店トップ ＞ 商品一覧 ＞ Correlation Risk Modeling and Management : An Applied Guide Including the Basel III Correlation Framework. With Interactive Correlation Models in Excel / VBA.
商品詳細
Correlation Risk Modeling and Management : An Applied Guide Including the Basel III Correlation Framework. With Interactive Correlation Models in Excel / VBA. 相関リスク・モデリング及び管理－バーゼルIIIの相関の枠組を含む案内－
| 著者・編者 | Meissner, Gunter, |
|---|---|
| シリーズ | Wiley Finance Series |
| 出版社 | (Wiley, US) |
| 出版年月 | 2014 |
| ページ数 | 330 pp. |
| 言語 | ENG |
| ニュース番号 | ＜613-555＞ |
解説
Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. A relatively overlooked type of risk until it caused major unexpected losses during the financial crisis of 2007 through 2009, correlation risk has become a major focus of the risk management departments in major financial institutions, particularly since Basel III specifically addressed correlation risk with new regulations. This offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk.
- Offers comprehensive coverage of a topic of increasing importance in the financial world
- Includes the Basel III correlation framework
- Features interactive models in Excel/VBA, an accompanying website with further materials, and problems and questions at the end of each chapter