书名：Asset and Risk Management

出版社：John Wiley & Sons

作者：Louis Esch, Robert Kieffer and Thierry Lopez

时间：2005年版

格式：PDF

大小：4.27M 419页

目录：PART I THE MASSIVE CHANGES IN THE WORLD OF FINANCE

1 The Regulatory Context

2 Changes in Financial Risk Management

PART II EVALUATING FINANCIAL ASSETS

3 Equities

4 Bonds、

5 Options

PART III GENERAL THEORY OF VaR

6 Theory of VaR

7 VaR Estimation Techniques

8 Setting Up a VaR Methodology

PART IV FROM RISK MANAGEMENT TO ASSET MANAGEMENT

9 Portfolio Risk Management

10 Optimising the Global Portfolio via VaR

11 Institutional Management: APT Applied to Investment Funds

PART V FROM RISK MANAGEMENT TO ASSET AND LIABILITY MANAGEMENT

12 Techniques for Measuring Structural Risks in Balance Sheets

APPENDICES

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