Corporate Risk Management : A Case Study on Risk Evaluation

by Dietmar Ernst, Joachim Häcker

General structure of the case study -- Course 1: Risk Analysis -- Course unit 1: Graphical representation of risks -- Course unit 2: Variance and standard deviation -- Course unit 3: Models for calculating volatility -- Course 2: Quantitative instruments in risk management -- Course unit 1: Different types of Value at Risk and Lower Partial Moments and Extreme Value Theory -- Course unit 2: Determination of portfolio risks -- Course Unit 3: Hedging of hedgeable risks and modelling of non-hedgeable risks.

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Alternative title:	Risikomanagement im Unternehmen Schritt für Schritt
Year of publication:	2024
Authors:	Ernst, Dietmar ; Häcker, Joachim
Publisher:	2024.: Cham : Springer Nature Switzerland 2024.: Cham : Imprint: Springer
Subject:	Portfolio Management \| Credit Risk Management \| Risk Measurement \| Risk Aggregation \| Quantitative Finance \| Hedging \| Monte Carlo \| Risk Analysis \| Value at Risk \| Volatility \| Risk Parameters \| Risikomanagement \| Risk management \| Finanzmathematik \| Mathematical finance \| Unternehmen

Extent:	1 Online-Ressource (IX, 209 p. 119 illus., 110 illus. in color.)
Series:	Springer Texts in Business and Economics
Type of publication:	Book / Working Paper
Language:	English
Notes:	Translation from the German language edition: "Risikomanagement im Unternehmen Schritt für Schritt" by Dietmar Ernst and Joachim Häcker, © UTB GmbH 2021.
ISBN:	978-3-031-53126-2 ; 978-3-031-53125-5 ; 978-3-031-53127-9 ; 978-3-031-53128-6
Other identifiers:	10.1007/978-3-031-53126-2 [DOI]
Classification:	Unternehmensführung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015100728