Risk Management and Simulation

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  • Edition: 1st
  • Format: Hardcover
  • Copyright: 6/18/2013
  • Publisher: CRC Press
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  • The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.
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This book presents the modeling techniques and methodologies used to solve problems of risk management that are relevant to market, credit, operational, and business risk. The author connects risk management with simulation to show how the tool can be used to minimize risk in an organization and then arrive at a solution. Topics covered include frameworks for risk management, regulations, building models of risk, credit risk management, asset-liability management, and strategic risk management. MATLAB®is used in examples and exercises, and code is available on the author's website.

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