{"product_id":"0024543657163","title":"Once\/Slumdog Millionaire\/Walk the Line [Fox 75th Anniversary] [3 Discs]","description":"\u003cp\u003eThe first in-depth analysis of\u003c\/p\u003e\u003cp\u003einherent deficiencies in present practices\u003c\/p\u003e\u003cp\u003e“A book like this helps reduce the chance of a future breakdown in risk management.”\u003c\/p\u003e\u003cp\u003eProfessor Campbell R. Harvey, the Fuqua School of Business, Duke University\u003c\/p\u003e\u003cp\u003e“A very timely and extremely useful guide to the subtle and often difficult\u003c\/p\u003e\u003cp\u003eissues involved in model risk—a subject which is only now gaining the\u003c\/p\u003e\u003cp\u003eprominence it should always have had.”\u003c\/p\u003e\u003cp\u003eProfessor Kevin Dowd, Nottingham University Business School, the University of Nottingham\u003c\/p\u003e\u003cp\u003e“This book collects authoritative papers on a timely and important topic . . .\u003c\/p\u003e\u003cp\u003eand should lead to many new insights.”\u003c\/p\u003e\u003cp\u003eProfessor Philip Hans Franses, Erasmus School of Economics, Erasmus University\u003c\/p\u003e\u003cp\u003e“Inadequate valuation and risk management models have played their part in\u003c\/p\u003e\u003cp\u003etriggering the recent economic turmoil felt around the world. This timely book,\u003c\/p\u003e\u003cp\u003ewritten by experts in the field of model risk, will surely help risk managers and\u003c\/p\u003e\u003cp\u003efinancial engineers measure and manage risk effectively.”\u003c\/p\u003e\u003cp\u003eDr. Fabrice Douglas Rouah, Vice President, State Street Corporation\u003c\/p\u003e\u003cp\u003e“This invaluable handbook has been edited by experts . . . and should prove to be\u003c\/p\u003e\u003cp\u003eof great value to investment finance and credit risk modelers in a wide range of\u003c\/p\u003e\u003cp\u003edisciplines related to portfolio risk, risk modeling in finance, international money\u003c\/p\u003e\u003cp\u003eand finance, country risk, and macroeconomics.”\u003c\/p\u003e\u003cp\u003eProfessor Michael McAleer, Erasmus School of Economics, Erasmus University\u003c\/p\u003e\u003cp\u003eAbout the Book:\u003c\/p\u003e\u003cp\u003eIf we have learned anything from the global\u003c\/p\u003e\u003cp\u003efinancial collapse of 2008, it is this: the\u003c\/p\u003e\u003cp\u003emathematical risk models currently used by\u003c\/p\u003e\u003cp\u003efinancial institutions are no longer adequate\u003c\/p\u003e\u003cp\u003equantitative measures of risk exposure.\u003c\/p\u003e\u003cp\u003eIn \u003ci\u003eThe Risk Modeling Evaluation Handbook\u003c\/i\u003e,\u003c\/p\u003e\u003cp\u003ean international team of 48 experts evaluates\u003c\/p\u003e\u003cp\u003ethe problematic risk-modeling methods\u003c\/p\u003e\u003cp\u003eused by large financial institutions and breaks\u003c\/p\u003e\u003cp\u003edown how these models contributed to the\u003c\/p\u003e\u003cp\u003edecline of the global capital markets. Their\u003c\/p\u003e\u003cp\u003econclusions enable you to identify the shortcomings\u003c\/p\u003e\u003cp\u003eof the most widely used risk models\u003c\/p\u003e\u003cp\u003eand create sophisticated strategies for properly\u003c\/p\u003e\u003cp\u003eimplementing these models into your investing\u003c\/p\u003e\u003cp\u003eportfolio.\u003c\/p\u003e\u003cp\u003eChapters include:\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eModel Risk: Lessons from Past Catastrophes\u003cp\u003e(Scott Mixon)\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003eEffect of Benchmark Misspecification on Riskadjusted\u003cp\u003ePerformance Measures (Laurent Bodson\u003c\/p\u003e\n\u003cp\u003eand George Hübner)\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003eCarry Trade Strategies and the Information Content of\u003cp\u003eCredit Default Swaps (Raphael W. Lam and\u003c\/p\u003e\n\u003cp\u003eMarco Rossi)\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003eConcepts to Validate Valuation Models\u003cp\u003e(Peter Whitehead)\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003eBeyond VaR: Expected Shortfall and Other Coherent\u003cp\u003eRisk Measures (Andreas Krause)\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003eModel Risk in Credit Portfolio Modeling\u003cp\u003e(Matthias Gehrke and Jeffrey Heidemann)\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003eAsset Allocation under Model Risk (Pauline M. Barrieu\u003cp\u003eand Sandrine Tobolem)\u003c\/p\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003eThis dream team of the masters of risk\u003c\/p\u003e\u003cp\u003emodeling provides expansive explanations of\u003c\/p\u003e\u003cp\u003ethe types of model risk that appear in risk\u003c\/p\u003e\u003cp\u003emeasurement, risk management, and pricing,\u003c\/p\u003e\u003cp\u003eas well as market-tested techniques for\u003c\/p\u003e\u003cp\u003emitigating risk in loan, equity, and derivative\u003c\/p\u003e\u003cp\u003eportfolios.\u003c\/p\u003e\u003cp\u003e\u003ci\u003eThe Risk Modeling Evaluation Handbook\u003c\/i\u003e is the\u003c\/p\u003e\u003cp\u003ego-to guide for improving or adjusting your\u003c\/p\u003e\u003cp\u003eapproach to modeling financial risk.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e","brand":"FOX HOME EN","offers":[{"title":"Default Title","offer_id":47091072696560,"sku":"0024543657163","price":22.99,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/0024543657163_p0.jpg?v=1763780283","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/0024543657163","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}