Financial Risk Management for Basel III and Solvency II: Novel Methods

Financial Risk Management for Basel III and Solvency II: Novel Methods

Second Edition of the author’s book accepted by BookAuthority in "100 Best Financial Risk Management Books of All Time"

LAP Lambert Academic Publishing ( 2021-10-20 )

€ 75,90

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“Financial Risk Management for Basel III and Solvency II: Novel Methods” is the Second Edition of the author’s book "Six Sigma Improvements for Basel III and Solvency II in Financial Risk Management" which is accepted by the Book Authority in "100 Best Financial Risk Management Books of All Time". This book is practical and it is purposed for Financial Risk Management professionals, incl. managers, risk managers, risk analysts, academics and degree students teaching/studying Finance, Risk Management, Risk and Decision Analysis, and Operations Research. The methods applied in the book are Stochastic Models, Simulation, Optimisation, Six Sigma DMAIC, Neural Networks, Markov Chain Monte Carlo, Sensitivity Analysis and What-If Analysis. The book elaborates on Risk Management in Loans, Credits, Payments, Stock Market, Stock Prices, Liquidity, Interest Rates, Forex, and Insurance Claims. Bernstein stated, “the risk will always be there, so we must explore many interesting tools that can help us to control risks we cannot avoid taking” (Bernstein & Damodaran 1998). The methods presented in this book are one such tool.

Book Details:

ISBN-13:

978-620-4-21184-8

ISBN-10:

6204211846

EAN:

9786204211848

Book language:

English

By (author) :

Vojo Bubevski

Number of pages:

408

Published on:

2021-10-20

Category:

Management