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Corporate risk management = a case study on risk evaluation /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Corporate risk management/ by Dietmar Ernst, Joachim Häcker.
其他題名:	a case study on risk evaluation /
作者:	Ernst, Dietmar.
其他作者:	Häcker, Joachim.
出版者:	Cham :Springer Nature Switzerland : : 2024.,
面頁冊數:	ix, 209 p. :ill. (some col.), digital ;24 cm.
內容註:	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.
Contained By:	Springer Nature eBook
標題:	Risk management. -
電子資源:	https://doi.org/10.1007/978-3-031-53126-2
ISBN:	9783031531262

Corporate risk management = a case study on risk evaluation /
Ernst, Dietmar.

Corporate risk managementa case study on risk evaluation /[electronic resource] :by Dietmar Ernst, Joachim Häcker. - Cham :Springer Nature Switzerland :2024. - ix, 209 p. :ill. (some col.), digital ;24 cm. - Springer texts in business and economics,2192-4341. - Springer texts in business and economics..

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.

In times of crisis, risk management is more important than ever. In addition, companies are obliged to identify, quantify and aggregate risks as part of a risk management system. Legal and auditing standards have set the framework for doing so. This book uses a case study to show 'step by step' how risks can be analyzed and quantified with the help of Microsoft Excel. The book begins with the graphical representation of risks and the calculation of risk parameters such as the value at risk. It subsequently aggregates different risks into an overall risk using Monte Carlo simulation. Hedging risks is also explained, and how non-hedgeable risks can be integrated into a business plan. The assessment of extreme risks is also addressed, as is the modeling of volatilities. The book is aimed at students of business administration with a focus on finance.

ISBN: 9783031531262

Standard No.: 10.1007/978-3-031-53126-2doiSubjects--Topical Terms:

540477
Risk management.

LC Class. No.: HD61

Dewey Class. No.: 658.155

Corporate risk management = a case study on risk evaluation /
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