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Chapman & Hall/CRC Finance Series


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Operational Risk Modelling and Management

Operational Risk Modelling and Management

1st Edition

Claudio Franzetti
June 07, 2017

Taking into account the standards of the Basel Accord, Operational Risk Modelling and Management presents a simulation model for generating the loss distribution of operational risk. It also examines a multitude of management issues that must be considered when adjusting the quantitative results of...

Emerging Markets: Performance, Analysis and Innovation

Emerging Markets: Performance, Analysis and Innovation

1st Edition

Greg N. Gregoriou
June 07, 2017

Although emerging market economies consist of 50% of the global population, they are relatively unknown. Filling this knowledge gap, Emerging Markets: Performance, Analysis and Innovation compiles the latest research by noteworthy academics and money managers from around the world. With a focus on...

Stock Market Volatility

Stock Market Volatility

1st Edition

Greg N. Gregoriou
May 31, 2017

Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who...

The Fundamental Rules of Risk Management

The Fundamental Rules of Risk Management

1st Edition

Nigel Da Costa Lewis
May 29, 2012

The consequences of taking on risk can be ruinous to personal finances, professional careers, corporate survivability, and even nation states. Yet many risk managers do not have a clear understanding of the basics. Requiring no statistical or mathematical background, The Fundamental Rules of Risk...

Quantitative Operational Risk Models

Quantitative Operational Risk Models

1st Edition

Catalina Bolancé, Montserrat Guillén, Jim Gustafsson, Jens Perch Nielsen
February 15, 2012

Using real-life examples from the banking and insurance industries, Quantitative Operational Risk Models details how internal data can be improved based on external information of various kinds. Using a simple and intuitive methodology based on classical transformation methods, the book includes...

Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice

Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice

1st Edition

Arne Sandström
November 08, 2010

Reflecting the author’s wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency II...

Portfolio Optimization

Portfolio Optimization

1st Edition

Michael J. Best
March 09, 2010

Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz "budget constraint only" model to a linearly...

Pension Fund Risk Management: Financial and Actuarial Modeling

Pension Fund Risk Management: Financial and Actuarial Modeling

1st Edition

Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala
January 25, 2010

As pension fund systems decrease and dependency ratios increase, risk management is becoming more complex in public and private pension plans. Pension Fund Risk Management: Financial and Actuarial Modeling sheds new light on the current state of pension fund risk management and provides new...

Decision Options: The Art and Science of Making Decisions

Decision Options: The Art and Science of Making Decisions

1st Edition

Gill Eapen
June 01, 2009

Although uncertainty and flexibility are important attributes that drive the value of an investment, they are seldom systematically considered in traditional financial analysis. Through theory and case studies, Decision Options: The Art and Science of Making Decisions details how uncertainty and...

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