SOA QFI Track 参考书超全大合集

https://bbs.pinggu.org/thread-6906828-1-1.html

书籍名称：Risk Management: Foundations For a Changing Financial World

作者：Walter V. "Bud" Haslett Jr., CFA, Editor

出版：2010

共819p，文字版（非扫描版）PDF

ISBN  978-0-470-90339-1

目录：

Foreword                                                               xiii

Acknowledgments                                                 xv

Introduction                                                           1

PART I: OVERVIEW—TWO DECADES OF RISK MANAGEMENT 5

CHAPTER 1  A Framework for Understanding Market Crisis 7
CHAPTER 2  Practical Issues in Choosing and Applying Risk Management Tools 25
CHAPTER 3  The Three P’s of Total Risk Management 39
CHAPTER 4  Reporting and Monitoring Risk Exposure 61
CHAPTER 5  Risk Management: A Review 73
CHAPTER 6  Defining Risk 113
CHAPTER 7  Value and Risk: Beyond Betas 125
CHAPTER 8  A Simple Theory of the Financial Crisis; or Why Fischer Black Still Matters 133
CHAPTER 9  Managing Firm Risk 139
CHAPTER 10  Risk Measurement versus Risk Management 153
PART II: MEASURING RISK 161
CHAPTER 11  What Volatility Tells Us about Diversification and Risk Management 163
CHAPTER 12  Risk: Measuring the Risk in Value at Risk 175
CHAPTER 13  How Risk Management Can Benefi t Portfolio Managers 189
CHAPTER 14  Merging the Risk Management Objectives of the Client and Investment Manager 205
CHAPTER 15  The Mismeasurement of Risk 219
CHAPTER 16  Riskiness in Risk Measurement 233
CHAPTER 17  The Second Moment 249
CHAPTER 18  The Sense and Nonsense of Risk Budgeting 253
CHAPTER 19  Understanding and Monitoring the Liquidity Crisis Cycle 273
CHAPTER 20  Why Company-Specifi c Risk Changes over Time 283
CHAPTER 21  Black Monday and Black Swans 301
CHAPTER 22  The Uncorrelated Return Myth 317
PART III: MANAGING RISK 321  
Alternative Investments  
CHAPTER 23  Risk Management for Hedge Funds: Introduction and Overview 323
CHAPTER 24  Risk Management for Alternative Investment Strategies 353
CHAPTER 25  Sources of Change and Risk for Hedge Funds 367
CHAPTER 26  Risk Management in a Fund of Funds 379
CHAPTER 27  Hedge Funds: Risk and Return 391
Credit Risk
CHAPTER 28  Credit Risk 407
CHAPTER 29  Tumbling Tower of Babel: Subprime Securitization and the Credit Crisis 427
CHAPTER 30  Applying Modern Risk Management to Equity and Credit Analysis 447
Derivatives
CHAPTER 31  The Uses and Risks of Derivatives 459
CHAPTER 32  Effective Risk Management in the Investment Firm 475
CHAPTER 33  Risk-Management Programs 487
CHAPTER 34  Does Risk Management Add Value? 501
CHAPTER 35  Risk Management and Fiduciary Duties 511
Global Risk
CHAPTER 36  Financial Risk Management in Global Portfolios 529
CHAPTER 37  Universal Hedging: Optimizing Currency Risk and Reward in International Equity Portfolios 539
CHAPTER 38  Strategies for Hedging 551
CHAPTER 39  Currency Risk Management in Emerging Markets 567
CHAPTER 40  Managing Geopolitical Risks 573
CHAPTER 41  Country Risk in Global Financial Management 583
CHAPTER 42  Political Risk in the World Economies 651
Nonfinancial Risk
CHAPTER 43  A Behavioral Perspective on Risk Management 657
CHAPTER 44  Behavioral Risk: Anecdotes and Disturbing Evidence 667
CHAPTER 45  The Ten Commandments of Operational Due Diligence 673
CHAPTER 46  Models 681
CHAPTER 47  The Use and Misuse of Models in Investment Management 689
CHAPTER 48  Regulating Financial Markets: Protecting Us from Ourselves and Others 701
Pension Risk
CHAPTER 49  Budgeting and Monitoring Pension Fund Risk 715
CHAPTER 50  The Plan Sponsor’s Perspective on Risk Management Programs 735
CHAPTER 51  Evaluating a Risk-Management Program 745
CHAPTER 52  Developing and Implementing a Risk-Budgeting System 755
CHAPTER 53  Liability-Driven Investment Strategies for Pension Funds 771
About the Contributors 781
Index 783