TY  - BOOK
AU  - Focardi,Sergio M.
AU  - Jonas,Caroline
ED  - Frank J. Fabozzi Associates.
TI  - Risk management: framework, methods, and practice 
SN  - 188324935X
AV  - HG8050 .F33 1998
PY  - 1998///
CY  - New Hope, PA
PB  - Frank J. Fabozzi Associates
KW  - Risk management
KW  - Financial institutions
KW  - Bank management
N1  - Includes bibliographical references and index; 1; Why Manage Risk? --; 2; The Theoretical Underpinnings of Risk Management --; 3; Measuring Risk --; 4; Credit Risk --; 5; Managing Risk --; 6; Issues --; 7; Looking Ahead --; The Stochastic Representation of the Economy --; Stochastic Calculus and Risk Neutralization --; The No-Arbitrage Principle --; Factor Analysis --; The Theory of Forecasting --; Data-Mining Techniques --; Term-Structure Models --; Simulation and Differential Equations --; Stochastic Optimization --; Market Microstructure Theory --; Statistical Mechanics
ER  -