Understanding Risk by David Murphy
Risk management combines considerable quantitative skills with practical and intuitive competencies. Presenting both mathematical aspects and practical skills, this book introduces the foundations of risk management and shows how these concepts are used to create practical risk management systems.-
Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes
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Introduction to Credit Risk Modeling
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Financial Mathematics
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Handbook of Price Impact Modeling
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Martingale Pricing
- Introduction to Financial Derivatives with Python
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Risk Analysis in Finance and Insurance
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Poisson Process and its Fractional Extensions with Applications
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Python for Asset Management
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Sustainable Financial Structured Products
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Handbook of Quantitative Sustainable Finance
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Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
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XVA Analysis
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Model-free Hedging
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Portfolio Optimization
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An Introduction to Computational Risk Management of Equity-Linked Insurance
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Monte Carlo Methods and Models in Finance and Insurance
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An Introduction to Financial Mathematics
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Principles of Portfolio Choice
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Introduction to Risk Parity and Budgeting
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Structured Credit Portfolio Analysis, Baskets and CDOs
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Stochastic Financial Models
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Arbitrage and Rational Decisions
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Stochastic Finance
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High-Performance Computing in Finance
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Derivative Pricing
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A Technical Guide to Mathematical Finance
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Malliavin Calculus in Finance
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Risk Measures and Insurance Solvency Benchmarks
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Financial Modelling in Commodity Markets
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Engineering BGM
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Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes
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Equity-Linked Life Insurance
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Unravelling the Credit Crunch
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Counterparty Risk and Funding
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C++ for Financial Mathematics
“David Murphy has used his extensive knowledge to provide a comprehensive guide to market, credit, and operational riskWritten at a fairly nontechnical level, the text is accessible to those with only a basic knowledge of financial mathematics, option theory, and financial markets. Murphy focuses on practical problems, presenting numerous examples and exercises. Stressing intuition rather than detailed mathematical analysis, he brings readers a clear insight to the current challenges facing professionals today.
This up-to-date treatment of risk is a welcome change from many other texts currently available. The contents are extremely comprehensive and, most importantly, relevant to the profession. It is not easy to select highlights, but the chapter on credit risk and credit risk capital models stands out. It covers all the latest concepts including securitization, tranching, CDOs, structuring, index products, and more. And notably this is one of the few texts that deals with liquidity risk properly, even though it is one of the most challenging areas of risk management today.
Few professionals with experience equal to Murphy’s have the time or the ability to provide accounts as detailed and accessible as this. I urge risk managers, traders, regulators, financial consultants, researchers, teachers, and students of risk management to read this book.”
—Professor Carol Alexander, Chair of Risk Management and Director of Research, University of Reading, UK
| SKU | Unavailable |
| ISBN 13 | 9781584888932 |
| ISBN 10 | 1584888938 |
| Title | Understanding Risk |
| Author | David Murphy |
| Series | Chapman And Hall Crc Financial Mathematics Series |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Taylor & Francis Inc |
| Year published | 2008-04-23 |
| Number of pages | 470 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |