Asset & Risk Management

Asset & Risk Management

Editorial Reviews
Book Description
The aim of this book is to study three essential components of modern finance – Risk Management, Asset Management and Asset and Liability Management, as well as the links that bind them together.

It is divided into five parts:

• Part I sets out the financial and regulatory contexts that explain the rapid development of these three areas during the last few years and shows the ways in which the Risk Management function has developed recently in financial institutions.
• Part II is dedicated to the underlying theories of Asset Management and deals in depth with evaluation of financial assets and with theories relating to equities, bonds and options.
• Part III deals with a central theory of Risk Management, the general theory of Value at Risk or VaR, its estimation techniques and the setting up of the methodology.
• Part IV is the point at which Asset Management and Risk Management meet. It deals with Portfolio Risk Management (the application of risk management methods to private asset management), with an adaptation of Sharpe’s simple index method and the EGP method to suit VaR and application of the APT method to investment funds in terms of behavioural analysis.
• Part V is the point at which Risk Management and Asset and Liability Management (ALM) meet, and touches on techniques for measuring structural risks within the on and off balance sheet.

The book is aimed both at financial professionals and at students whose studies contain a financial aspect.

"Esch, Kieffer and Lopez have provided us with a comprehensive and well written treatise on risk. This is a must read, must keep volume for all those who need or aspire to a professional understanding of risk and its management."
—Harry M Markowitz, San Diego, USA

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.

Asset & Risk Management

Asset & Risk Management,Louis Esch,Robert Kieffer,Thierry Lopez,John Wiley & Sons,0471491446,Asset-liability management,Business & Economics,Business / Economics / Finance,Business/Economics,Finance,Investment Analysis,Investments & Securities - General,Risk And Insurance Administration,Risk management,Business & Economics / Finance,Risk assessment & analysis for business

Book Details:

1. Banking Systems
2. Behavioral Finance and Wealth Management : How to Build Optimal Portfolios That Account for Investor Biases (Wiley Finance)
3. Better Stock Trading: Money and Risk Management
4. Beyond Majority Thinking: Helping Remove Uncertainty from your Financial Future
5. Beyond the Random Walk: A Guide to Stock Market Anomalies and Low Risk Investing
6. Budgeting and Financial Management in the Federal Government (Research in Public Management, V. 1)
7. CFO as Business Integrator
8. College Solution: A Roadmap to Selecting Your Best Strategy to Fund College And Retirement...without Going Broke
9. Commodity Futures and Options
10. Contemporary Financial Management Fundamentals with Thomson ONE

Book Details

Recommended Books

1. Mario Botta: Light and Gravity: Architecture 1993-2003
2. A New Financial Market Structure for East Asia: Process And Outcomes in Infrastructure Industries
3. Petroff's Defense
4. The New CFO Financial Leadership Manual
5. Psychology and Law: Truthfulness, Accuracy and Credibility
6. Populations, Species, and Evolution : An Abridgment of <i>Animal Species and Evolution</i&g
7. Principles of Genetics
8. The End of the Battle
9. Stormbringer
10. The American Country Inn and Bed & Breakfast Cookbook, Volume I : More than 1,700 crowd-pleasing
11. Signs and Symbols: African Images in African American Quilts
12. Stop Worrying About Your Health! How to Quit Obsessing About Symptoms and Feel Better Now
13. The British Revolution, 1629-60
14. The Quotable Nature Lover: A Nature Conservancy Book
15. Rick Steves' 2001 Scandinavia