Chapman & Hall/CRC Finance Series

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  • Operational Risk Modelling and Management book cover

    Operational Risk Modelling and Management

    1st Edition

    By Claudio Franzetti

    Taking into account the standards of the Basel Accord, Operational Risk Modelling and Management presents a simulation model for generating the loss distribution of operational risk. It also examines a multitude of management issues that must be considered when adjusting the quantitative results of…

    Paperback – 2017-06-07
    Chapman and Hall/CRC
    Chapman & Hall/CRC Finance Series

  • Emerging Markets: Performance, Analysis and Innovation book cover

    Emerging Markets

    Performance, Analysis and Innovation, 1st Edition

    Edited by Greg N. Gregoriou

    Although emerging market economies consist of 50% of the global population, they are relatively unknown. Filling this knowledge gap, Emerging Markets: Performance, Analysis and Innovation compiles the latest research by noteworthy academics and money managers from around the world. With a focus on…

    Paperback – 2017-06-07
    CRC Press
    Chapman & Hall/CRC Finance Series

  • Stock Market Volatility book cover

    Stock Market Volatility

    1st Edition

    Edited by Greg N. Gregoriou

    Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who…

    Paperback – 2017-05-31
    Chapman and Hall/CRC
    Chapman & Hall/CRC Finance Series

  • The Fundamental Rules of Risk Management book cover

    The Fundamental Rules of Risk Management

    1st Edition

    By Nigel Da Costa Lewis

    The consequences of taking on risk can be ruinous to personal finances, professional careers, corporate survivability, and even nation states. Yet many risk managers do not have a clear understanding of the basics. Requiring no statistical or mathematical background, The Fundamental Rules of Risk…

    Hardback – 2012-05-29
    CRC Press
    Chapman & Hall/CRC Finance Series

  • Quantitative Operational Risk Models book cover

    Quantitative Operational Risk Models

    1st Edition

    By Catalina Bolancé, Montserrat Guillén, Jim Gustafsson, Jens Perch Nielsen

    Using real-life examples from the banking and insurance industries, Quantitative Operational Risk Models details how internal data can be improved based on external information of various kinds. Using a simple and intuitive methodology based on classical transformation methods, the book includes…

    Hardback – 2012-02-15
    Chapman and Hall/CRC
    Chapman & Hall/CRC Finance Series

  • Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice book cover

    Handbook of Solvency for Actuaries and Risk Managers

    Theory and Practice, 1st Edition

    By Arne Sandström

    Reflecting the author’s wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency II…

    Hardback – 2010-11-08
    Chapman and Hall/CRC
    Chapman & Hall/CRC Finance Series

  • Portfolio Optimization book cover

    Portfolio Optimization

    1st Edition

    By Michael J. Best

    Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz "budget constraint only" model to a linearly…

    Hardback – 2010-03-09
    Chapman and Hall/CRC
    Chapman & Hall/CRC Finance Series

  • Pension Fund Risk Management: Financial and Actuarial Modeling book cover

    Pension Fund Risk Management

    Financial and Actuarial Modeling, 1st Edition

    Edited by Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala

    As pension fund systems decrease and dependency ratios increase, risk management is becoming more complex in public and private pension plans. Pension Fund Risk Management: Financial and Actuarial Modeling sheds new light on the current state of pension fund risk management and provides new…

    Hardback – 2010-01-25
    Chapman and Hall/CRC
    Chapman & Hall/CRC Finance Series

  • Decision Options: The Art and Science of Making Decisions book cover

    Decision Options

    The Art and Science of Making Decisions, 1st Edition

    By Gill Eapen

    Although uncertainty and flexibility are important attributes that drive the value of an investment, they are seldom systematically considered in traditional financial analysis. Through theory and case studies, Decision Options: The Art and Science of Making Decisions details how uncertainty and…

    Hardback – 2009-06-01
    Chapman and Hall/CRC
    Chapman & Hall/CRC Finance Series