Description

Part I: Introduction and Perspectives.- Chapter 1: Introduction.- Chapter 2: Risk Quantification.- Part II: Market Risk.- Chapter 3: One-Dimensional Market Risk-Equity Risk.- Chapter 4: Multidimensional Market Risk.- Chapter 5: Interest Rate Risk.- Chapter 6: Exchange Rate Risk.- Chapter 7: Price Risk in Commodities.- Chapter 8: Market Risk Hedging.- Part III: Credit Risk.- Chapter 9: Credit Risk-Measurement.- Chapter 10: Credit Risk-Valuation.- Chapter 11: Credit Risk Management.- Chapter 12: Derivative Credit Risk (Counterparty Risk).- Part IV: Other Risks.- Chapter 13: Operational Risk.- Chapter 14: Liquidity Risk.- Chapter 15: Country Risk.- Part V: Financial Implications of Risk.- Chapter 16: The CAPM.- Chapter 17: The WACC.