{"title":"Risk Management Models","authors":"R. Jarrow, Arkadev Chatterjea","doi":"10.1142/9781944659561_0026","DOIUrl":null,"url":null,"abstract":"The following sections are included:IntroductionA Framework for Financial Risk ManagementComputing the Loss DistributionValue-at-Risk and Scenario AnalysisValue-at-RiskScenario AnalysisEXTENSION 26.1: Risk MeasuresThe Four RisksMarket RiskCredit RiskStructural ModelsEXTENSION 26.2: Real OptionsReduced-Form ModelsEXTENSION 26.3: Credit Default SwapsLiquidity RiskOperational RiskThe Future of Models and Traded DerivativesModel RiskDerivativesSummaryCasesQuestions and Problems","PeriodicalId":192464,"journal":{"name":"An Introduction to Derivative Securities, Financial Markets, and Risk Management","volume":"7 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"An Introduction to Derivative Securities, Financial Markets, and Risk Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/9781944659561_0026","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
The following sections are included:IntroductionA Framework for Financial Risk ManagementComputing the Loss DistributionValue-at-Risk and Scenario AnalysisValue-at-RiskScenario AnalysisEXTENSION 26.1: Risk MeasuresThe Four RisksMarket RiskCredit RiskStructural ModelsEXTENSION 26.2: Real OptionsReduced-Form ModelsEXTENSION 26.3: Credit Default SwapsLiquidity RiskOperational RiskThe Future of Models and Traded DerivativesModel RiskDerivativesSummaryCasesQuestions and Problems
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