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Financial Risk Manager Handbook (Wiley Finance)
Posted by admin on May 19, 2012
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Operational Risk Management (Finance and Capital Market)
Posted by admin on March 24, 2012
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Operational risk management is attracting the attention of academics and professionals worldwide. Academics are interested in this topic because it provides opportunities for the application of sophisticated statistical techniques, as well as lucrative opportunities for consultancy work and challenging questions on how to measure operational risk. For the practitioners, acquiring knowledge of operational risk is more than mere luxury as banks all around the world have to be Basel 2 compliant within the next two years. Moreover, operational losses have, since the notorious collapse of Barings Bank, been haunting banks’ top management, prompting a strive to devise measures that can reduce operational losses and the risk of business collapse. Indeed, financial institutions have experienced more than 100 operational loss events exceeding $100 million over the past decade.
This new book is accessible to the average banker, while providing a general survey of the work on operational risk that academics will find invaluable.
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The Failure of Risk Management: Why It’s Broken and How to Fix It
Posted by admin on March 15, 2012
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Energy Markets: Price Risk Management and Trading (Wiley Finance)
Posted by admin on March 14, 2012
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Price Risk Management and Trading.
Energy risk management expert, Tom James, does it again. His latest book is a timely addition to the rapidly developing energy trading markets. This book should be on every energy trader, risk manager and corporate planer’s desk. it is an easy read as Tom goes into great detail to explain the intricacies of this market and its various unique elements. – Peter C. Fusaro, Chairman, Global Change Associates Inc., Best-selling Author and Energy Expert
This sensible and practical guide is essential for those seeking an understanding of commerce in energy derivatives. beyond merely informative, this hand book for the practitioner details the finer points of the use of derivatives as tools for price-risk management. No energy trading desk should be without it. – Ethan L. Cohen, Senior Director, Utility and Energy Technology, UtiliPoint International Inc.
Energy markets are much more volatile than other commodity markets, so risk mitigation is more of a concern. Energy prices, for example, can be affected by weather, geopo9litical turmoil, changes in tax and legal systems, OPEC decisions, analysis’ reports, transportation issues, and supply and demand – to name just a few factors. Tom James’s book is a practical guide to assessing and managing these risks. It is a must-read for senior management as well as risk and financial professionals.- Don Stowers, Editor, Oil & Gas Financial Journal
This book is the most comprehensive on price risk management-centric efforts. It provides the reader with a tangible experience of derivatives in today’s capital and energy markets. The breadth and scope of the passages are immense, in that both developed and developing countries’ energy markets are considered and examples applied. Terrific read! – Rashpal Bhatti, Marketing Manager, Energy Trading Asia, Enron/BHP Billiton
Tom James has simplified the intricacies of a very complex market. In this new market of “hot” commodities, he has been able to give a fresh course to those who are new to the energy markets and a solid review for those that are well seasoned. he covers everything within the oil market from A to Z in this book and does it well. Coming from a financial background myself, it’s good to finally find a book that can bring a better understanding to the field of energy commodities. – Carl Larry, Vice President Citi Energy Global Commodities
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The Shape of Risk: A New Look at Risk Management (Finance and Capital Markets)
Posted by admin on February 6, 2012
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Written by an experienced risk manager, this innovative new book explores the core concepts of risk management, including in-depth coverage of its scope, rationale, and practical applications. In addition to being fundamentally important to risk managers, this text will also be invaluable to senior executives, directors, regulators, and capital markets professionals. Students, lay readers, and others interested in finance will find a vast subject made engaging and accessible. Written with unusual clarity, The Shape of Risk makes use of graphics, case studies, and questions. The author encourages readers to develop their own intuition and judgment for identifying and managing risk. This is an excellent starting point for a new generation of readers who increasingly need a both practical and conceptual understanding of risk management.
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Handbook of Multi-commodity Markets and Products: Structuring, Trading and Risk Management (Wiley Finance Series)
Posted by admin on January 13, 2012
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The definitive desk reference for multi-commodity markets Using real-world examples, this book combines a detailed overview of each market with a set of tools for analyzing, pricing, and managing risk. The authors are renowned industry experts and cover the structure, functioning, rules, and practices across a wide range of commodity markets.
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The Essentials of Risk Management
Posted by admin on January 4, 2012
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Simple Tools and Techniques for Enterprise Risk Management (The Wiley Finance Series)
Posted by admin on December 28, 2011
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Handbook of Quantitative Finance and Risk Management (v. 1-3)
Posted by admin on December 26, 2011
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Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From “arbitrage” to “yield spreads,” the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.
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