Corporate Risk Management: A Case Study on Risk Evaluation

Corporate Risk Management: A Case Study on Risk Evaluation

General structure of the case study -- Course 1: Risk Analysis -- Course unit 1: Graphical representation of risks -- Course unit 2: Variance and standard deviation -- Course unit 3: Models for calculating volatility -- Course 2: Quantitative instruments in risk management -- Course unit 1: Differen...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Ernst, Dietmar, Häcker, Joachim
Format: Buch
Sprache:eng
Schlagworte:
Business information services
Capital market
Financial engineering
Financial risk management
Finanzmathematik
Risikomanagement
Social sciences
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Beschreibung
Zusammenfassung:General structure of the case study -- Course 1: Risk Analysis -- Course unit 1: Graphical representation of risks -- Course unit 2: Variance and standard deviation -- Course unit 3: Models for calculating volatility -- Course 2: Quantitative instruments in risk management -- Course unit 1: Different types of Value at Risk and Lower Partial Moments and Extreme Value Theory -- Course unit 2: Determination of portfolio risks -- Course Unit 3: Hedging of hedgeable risks and modelling of non-hedgeable risks.
DOI:10.1007/978-3-031-53126-2