{"title":"Risk Management Models","authors":"R. Jarrow, Arkadev Chatterjea","doi":"10.1142/9781944659561_0026","DOIUrl":"https://doi.org/10.1142/9781944659561_0026","url":null,"abstract":"The following sections are included:IntroductionA Framework for Financial Risk ManagementComputing the Loss DistributionValue-at-Risk and Scenario AnalysisValue-at-RiskScenario AnalysisEXTENSION 26.1: Risk MeasuresThe Four RisksMarket RiskCredit RiskStructural ModelsEXTENSION 26.2: Real OptionsReduced-Form ModelsEXTENSION 26.3: Credit Default SwapsLiquidity RiskOperational RiskThe Future of Models and Traded DerivativesModel RiskDerivativesSummaryCasesQuestions and Problems","PeriodicalId":192464,"journal":{"name":"An Introduction to Derivative Securities, Financial Markets, and Risk Management","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125299392","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Financial Engineering and Swaps","authors":"","doi":"10.1142/9781944659561_0007","DOIUrl":"https://doi.org/10.1142/9781944659561_0007","url":null,"abstract":"","PeriodicalId":192464,"journal":{"name":"An Introduction to Derivative Securities, Financial Markets, and Risk Management","volume":"57 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127191430","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Using the Black–Scholes–Merton Model","authors":"","doi":"10.1142/9781944659561_0020","DOIUrl":"https://doi.org/10.1142/9781944659561_0020","url":null,"abstract":"","PeriodicalId":192464,"journal":{"name":"An Introduction to Derivative Securities, Financial Markets, and Risk Management","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131337777","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}