Plight of the fortune tellers : why we need to manage financial risk differently /
"Riccardo Rebonato is global head of market risk and global head of quantitative research and quantitative analysis at the Royal Bank of Scotland. He is visiting lecturer in mathematical finance at the University of Oxford and adjunct professor at the Tanaka Business School, Imperial College Lo...
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| Formato: | Livro |
| Idioma: | English |
| Publicado em: |
Princeton ; Oxford :
Princeton University Press,
c2007.
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| Assuntos: |
Sumário:
- Why this book matters
- Thinking about risk
- Thinking about probabilities
- Making choices
- What is risk management for?
- VaR & Co:how it all started
- Looking beneath the surface:hidden problems
- Which type of probability matters in risk management?
- The promise of economic capital
- What can we do instead?