Risk management and simulation - Gupta, Aparna (Boca Raton : Taylor & Francis, 2014)
Part I. Risk and Regulation -- Chapter 1. Defning Risk -- Chapter 2. Framework for Risk Management -- Chapter 3. Regulations and Risk Management -- Part II. Modeling and Simulation of Risk -- Chapter 4. Principles of Simulation and Generating Random Variates -- Chapter 5. Modeling Risk Evolving over Time -- Chapter 6. Building and Solving Models of Risk -- Part III. Risk Management -- Chapter 7. Managing Equity Market Risk -- Chapter 8. Managing Interest Rates and Other Market Risks -- Chapter 9. Credit Risk Management. Chapter 10. Strategic, Business, and Operational Risk ManagementChapter 11. Risk Management Using Insurance -- Part IV. Advanced Simulation -- Chapter 12. Advanced Simulation Topics.
Includes bibliographical references (pages 479-484) and index.
Keywords: Risk management; Risk management -- Simulation methods