Asset & Risk Management

Applies risk management techniques to asset management - showing how modern risk measurement techniques can assist in portfolio management.
Integrates risk management and asset & liability management (ALM), describing techniques for measuring structural balance sheet risks.

Clearly and accessibly written
CD-Rom containing examples from the text.
Foreword from Philippe Jorion
From the Inside Flap
This book provides a very useful teaching tool suitable for use by both undergraduates and post-graduates, who have chosen to include a financial element in their studies. There are many numbered illustrations and a CD-Rom for practical application.
The work is also aimed at professionals working in the market (private or business fund managers or pension managers, market operators and business managers), risk managers and asset and liability managers, auditors and people working generally in the field of risk management.

 

 

 

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