Risk and Regulation: Defining Risk. Framework for Risk Management. Regulations and Risk Management. Modeling and Simulation of Risk: Principles of Simulation and Generating Random Variates. Modeling Risk Evolving over Time. Building and Solving Models of Risk. Risk Management: Managing Equity Market Risk. Managing Interest Rates and Other Market Risks. Credit Risk Management. Strategic, Business and Operational Risk Management. Risk Management Using Insurance. Advanced Simulation: Advanced Simulation Topics. Bibliography. Index.
Biography
Aparna Gupta is an associate professor of quantitative finance, director of the Financial Engineering and Risk Analytics Program, and co-director of the Center for Financial Studies in the Lally School of Management at Rensselaer Polytechnic Institute. She is also an associate professor of industrial and systems engineering in the School of Engineering. Her research interest is in addressing issues in risk management at the individual and the institutional levels. She conducts US National Science Foundation funded research in financial innovation for risk management. Dr. Gupta earned her doctorate from Stanford University and her B.Sc. and M.Sc. degrees in Mathematics from the Indian Institute of Technology, Kanpur.
