Quantitative Financial Risk Management

Editors:

ISBN: 978-3-642-19338-5 (Print) 978-3-642-19339-2 (Online)

Table of contents (24 chapters)

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  1. Front Matter

    Pages i-ix

  2. Market Risk Management

    1. Front Matter

      Pages 1-1

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      Book Chapter

      Pages 3-14

      Empirical Analysis of Risk Measurement of Chinese Mutual Funds

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      Book Chapter

      Pages 15-28

      Assess the Impact of Asset Price Shocks on the Banking System

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      Book Chapter

      Pages 29-38

      Comparative Study on Minimizing the Risk of Options for Hedge Ratio Model of Futures

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      Book Chapter

      Pages 39-46

      The Application of Option Pricing Theory in Participating Life Insurance Pricing Based On Vasicek Model

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      Book Chapter

      Pages 47-54

      The Study of Applying Black-Scholes Option Pricing Model to the Term Life Insurance

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      Book Chapter

      Pages 55-61

      Evolutionary Variation of Service Trade Barriers in Banking: A Case of ASEAN+3

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      Book Chapter

      Pages 63-69

      Corporate Board Governance and Risk Taking

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      Book Chapter

      Pages 71-76

      The Risk Factors Analysis of the Term Structure of Interest Rate in the Interbank Bond Market

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      Book Chapter

      Pages 77-86

      Pricing of Convertible Bond Based on GARCH Model

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      Book Chapter

      Pages 87-93

      Sentiment Capital Asset Cognitive Price and Empirical Evidence from China’s Stock Market

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      Book Chapter

      Pages 95-108

      Carbon Emission Markets

  3. Credit Risk Management

    1. Front Matter

      Pages 109-109

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      Book Chapter

      Pages 111-121

      Dynamic Asset Allocation with Credit Risk

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      Book Chapter

      Pages 123-135

      Analysis of the Factors Influencing Credit Risk of Commercial Banks

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      Book Chapter

      Pages 137-160

      The Credit Risk Measurement of China’s Listed Companies Based on the KMV Model

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      Book Chapter

      Pages 161-172

      Consumer Credit Risk Research Based on Our Macroeconomic Environment

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      Book Chapter

      Pages 173-188

      Wealth Effects of the Creditor in Mergers: Evidence from Chinese Listed Companies

  4. Risk Management in Enterprises

    1. Front Matter

      Pages 189-189

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      Book Chapter

      Pages 191-200

      Research on the Economy Fluctuations with Energy Consumption of China Based on H-PFiltration

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      Book Chapter

      Pages 201-216

      Enterprise Risk Assessment and Forecast: Based on Chinese Listed Companies in 2009–2010

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      Book Chapter

      Pages 217-226

      The Prevention and Control of Environmental Liability Based on Environmental Risk Management and Assessment in Enterprise

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      Book Chapter

      Pages 227-264

      Supply Chain Risk Management Review and a New Framework for Petroleum Supply Chains

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