Part IV: Quantitative Risk Management

Chapter List

Chapter 21: Fat Tail Volatility (Tech. Index 5/10)
Chapter 22: Correlation Matrix Formalism; the N-Sphere (Tech. Index 8/10)
Chapter 23: Stressed Correlations and Random Matrices (Tech. Index 5/10)
Chapter 24: Optimally Stressed PD Correlation Matrices (Tech. Index 7/10)
Chapter 25: Models for Correlation Dynamics, Uncertainties (Tech. Index 6/10)
Chapter 26: Plain-Vanilla VAR (Tech. Index 4/10)
Chapter 27: Improved/Enhanced/Stressed VAR (Tech. Index 5/10)
Chapter 28: VAR, CVAR, CVAR Volatility Formalism (Tech. Index 7/10)
Chapter 29: VAR and CVAR for Two Variables (Tech. Index 5/10)
Chapter 30: Corporate-Level VAR (Tech. Index 3/10)
Chapter 31: Issuer Credit Risk (Tech. Index 5/10)
Chapter 32: Model Risk Overview (Tech. Index 3/10)
Chapter 33: Model Quality Assurance (Tech. Index 4/10)
Chapter 34: Systems Issues Overview (Tech. Index 2/10)
Chapter 35: Strategic Computing (Tech. Index 3/10)
Chapter 36: Qualitative Overview of Data Issues (Tech. Index 2/10)
Chapter 37: Correlations and Data (Tech. Index 5/10)
Chapter 38: Wishart's Theorem and Fisher's Transform (Tech. Index 9/10)
Chapter 39: Economic Capital (Tech. Index 4/10)
Chapter 40: Unused-Limit Risk (Tech. Index 6/10)

< Previous Excerpt Next Excerpt >

Purchase This Book