Pflug, G. C. & Romisch, W.
Modeling, Measuring and Managing Risk
World Scientific Publishing Co.Pte. Ltd. 2007.8
304 pp.(H)
ISBN 981-270-740-9
9,900円
Contents
1. Modeling Uncertain Outcomes/ 2. Measuring Single-Period Risk/ 3. Measuring Multi-Period Risk/ 4. Single-Stage Decision Models/ 5. Multi-Stage Decision Models for Financial Management/ 6. Multi-Stage Decision Models for Electricity Management/ Index/
* This book is the first in the market to treat single- and multi-period risk measures (risk functionals) in a thorough, comprehensive manner. It combines the treatment of properties of the risk measures with the related aspects of decision making under risk. *
Linkov, I. et al. ed.
Managing Critical Infrastructure Risks
Decision Tools and Applications for Port Security
（クリティカルなインフラリスクの管理）
Springer-Verlag 2007.
488 pp.(H)
ISBN 1-4020-6383-0
25,800円
Proceedings of the NATO Advanced Research Workshop on Management Tools for Port Security, Critical Infrastructure, and Sustainability, Venice, Italy, March 2006
Contents
1. Overview of Critical Infrastructure and Environmental Security/ 2. Port Critical Infrastructure and Management Frameworks/ 3. Ecological Risks in Harbors and Coastal Areas/ 4. Decision-Making and Risk Assessment Methods, Tools, and Applications for Critical Infrastructure and Port Security/ 5. Case Studies in Risk Management/ List of Participants/ Author Index/
* This book emphasizes beliefs that the convergence of seemingly disparate viewpoints and often uncertain and limited information is possible only by using one or more available risk assessment methodologies and decision-making tools such as risk assessment and multi-criteria decision analysis (MCDA). *
Bellalah, M. et al. ed.
Risk Management and Value
Valuation and Asset Pricing
World Scientific Publishing Co.Pte. Ltd. 2008.3
644 pp.(H)
ISBN 981-277-073-9
25,700円
Contents
1. Managing Derivatives in the Presence of a Smile Effect and Incomplete Information/ 2. A Value-at-Risk Approach to Assess Exchange Risk Associated to a Public Debt Portfolio: The Case of a Small Developing Economy/ 3. A Method to Find Historical VaR for Portfolio that Follows S&P CNX Nifty Index by Estimating the Index Value/ 4. Some Considerations on the Relationship between Corruption and Economic Growth/ 5. Financial Risk Management by Derivatives Caused from Weather Conditions: Its Applicability for Tkiye/ 6. The Basel II Framework Implementation and Securitization/ 7. Stochastic Time Change, Volatility, and Normality of Returns: A High-Frequency Data Analysis with a Sample of LSE Stocks/ 8. The Behavior of the Implied Volatility Surface: Evidence from Crude Oil Futures Options/ 9. Procyclical Behavior of Loan Loss Provisions and Banking Strategies: An Application to the European Banks/ 10. Market Power and Banking Competition on the Credit Market/ 11. Early Warning Detection of Banking Distress Is Failure Possible for European Banks?/ 12. Portfolio Diversification and Market Share Analysis for Romanian Insurance Companies/ 13. On the Closed-End Funds Discounts/Premiums in the Context of the Investor Sentiment Theory/ 14. Why has Idiosyncratic Volatility Increased in Europe?/ 15. Debt Valuation, Enterprise Assessment and Applications/ 16. Does The Tunisian Stock Market Overreact?/ 17. Investor-Venture Capitalist Relationship: Asymmetric Information, Uncertainty, and Monitoring/ 18. Threshold Mean Reversion in Stock Prices/ 19. Households' Expectations of Unemployment: New Evidence from French Microdata/ 20. Corporate Governance and Managerial Risk Taking: Empirical Study in the Tunisian Context/ 21. Nonlinearity and Genetic Algorithms in the Decision-Making Process/ 22. ICT and Performance of the Companies: The Case of the Tunisian Companies/ 23. Option Market Microstructure/ 24. Does the Standardization of Business Processes Improve Management? The Case of Enterprise Resource Planning Systems/ 25. Does Macroeconomic Transparency Help Governments be Solvent? Evidence from Recent Data/ Index/ *
Vose, D.
Risk Analysis 3rd ed.
A Quantitative Guide
（リスク分析 第3版）
John Wiley & Sons 2008.5
752 pp.(H)
ISBN 0-470-51284-9
17,400円
Contents
Part 1: Introduction: 1. Why do a risk analysis?/ 2. Planning a risk analysis/ 3. The quality of a risk analysis/ 4. Choice of model structure/ 5. Understanding and using the results of a risk analysis/ Part 2: Introduction: 6. Probability mathematics and simulation/ 7. Building and running a model/ 8. Some basic random processes/ 9. Data and statistics/ 10. Fitting distributions to data/ 11. Sums of random variables/ 12. Forecasting with uncertainty/ 13. Modelling correlation and dependencies/ 14. Eliciting from expert opinion/ 15. Testing and modelling causal relationships/ 16. Optimisation in risk analysis/ 17. Checking and validating a model/ 18. Discounted cashflow modelling/ 19. Project risk analysis/ 20. Insurance and finance risk analysis modelling/ 21. Microbial food safety risk assessment/ 22. Animal import risk assessment/ I. Guide for lecturers/ II. About ModelRisk/ III. A compendium of distributions/ IV. Further reading/ V. Vose Consulting/ References/ Index/ *
Alexander, C.
Market Risk Analysis Vol.1
Quantitative Methods in Finance
John Wiley & Sons 2008.6
318 pp.(H)
ISBN 0-470-99800-8
9,600円
Contents
1 Basic Calculus for Finance/ 2 Essential Linear Algebra for Finance/ 3 Probability and Statistics/ 4 Introduction to Linear Regression/ 5 Numerical Methods in Finance/ 6 Introduction to Portfolio Theory/ References/ Index/
* Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set. Designed as an introductory text, this book represents the first step towards becoming a properly qualified financial risk manager and asset manager, roles that are currently in huge demand. *
Alexander, C.
Market Risk Analysis, Vol.2
Practical Financial Econometrics
John Wiley & Sons 2008.6
426 pp.(H)
ISBN 0-470-99801-6
9,600円
Contents
1 Factor Models/ 2 Principal Component Analysis/ 3 Classical Models of Volatility and Correlation/ 4 Introduction to GARCH Models/ 5 Time Series Models and Cointegration/ 6 Introduction to Copulas/ 7 Advanced Econometric Models/ 8 Forecasting and Model Evaluation/ References/ Index/
* It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. *
Atkins, J. & Simpson, G.
Managing Project Risk
Best Practices for Architects and Related Professionals
John Wiley & Sons 2008.4
272 pp.(H)
ISBN 0-470-27381-X
8,900円
Contents
1.James B. Atkins, FAIA, FKIA, has spent the past thirty years as risk manager and senior construction principal with HKS Architects, the world's third largest architecture firm, where he pioneered many procedural advances in architecture services, many of which have been adopted by the AIA. Jim has served on the AIA Documents Committee and was the 2006 chair of the AIA Risk Management Committee. He chaired the AIA Task Group for the Fourteenth Edition of The Architect's Handbook of Professional Practice and was a contributor to that volume. 2.Grant A. Simpson, FAIA, serves several architectural firms, including HKS and RTKL, as a practice and project management consultant. He has provided expert witness services on some of the largest and most complex projects, and has been an active project manager for major projects throughout the United States and internationally for more than thirty years. A member of the AIA Risk Management Committee in 2008, Grant was the 2006 chair of the AIA Practice Management Knowledge Community Advisory Group, and was a contributor to the Fourteenth Edition of The Architect's Handbook of Professional Practice.
* Risk management may not be a standard course in architecture school, but it is an essential concern for architects and related professionals working today. Managing Project Risk is a key resource for integrating good risk management into professional practice. *
Olson, D. L. & Wu, D. D.
Enterprise Risk Management
Financial Engineering and Risk Management - Vol. 1
World Scientific Publishing Co.Pte. Ltd. 2007.12
364 pp.(H)
ISBN 981-279-148-5
9,900円
Contents
1. Perspectives: Enterprise Risk Management/ 2. The Financial Perspective/ 3. The Accounting Perspective/ 4. Supply Chain Risk Management/ 5. Information Systems Perspective/ 6. Disaster Planning/ 7. Tools: Balanced Scorecard/ 8. Multiple Criteria Analysis/ 9. Simulation and DEA Models of Risk/ 10. Credit Risk Analysis/ 11. Cases: Hydro One Financial Risk/ 12. Supply Chain Risk Cases/ 13. ERP Risk Cases/ 14. Training for Natural Disaster Recovery/ Index/ *
Tucker, W. T. et al.
Strategies for Risk Communication
Evolution, Evidence, Experience
Blackwell Pub. 2008.5
300 pp.(P)
ISBN 1-57331-681-4
17,000円
Contents
1. Numeracy and the Perception and Communication of Risk/ 2. Evolution, Risk, and Neural Representation/ 3. Linguistic Uncertainty in Qualitative Risk Analysis and How to Minimize It/ 4. Transparency in Risk Communication: Graphical and Analog Tools/ 5. Visualizing Seismic Risk and Uncertainty: A Review of Related Research/ 6. The Neuronal Substrate of Risky Choice: An Insight into the Contributions of Neuroimaging to the Understanding of Theories on Decision-making under Risk/ 7. Multiple Systems in Decision-Making/ 8. A Frequency/Consequence-based Technique for Visualizing and Communicating Uncertainty and Perception of Risk/ 9. Risk Communication and Risky Choice in Context: Ambiguity and Ambivalence Hypothesis/ 10. Models and Methods in Delay Discounting/ 11. Science, Precaution and the Politics of Technological Risk: Converging Implications in Evolutionary and Social Scientific Perspectives/ 12. Evolved Altruism, Strong Reciprocity, and Perception of Risk/ 13. Perceiving Others’ Perceptions of Risk: Still a Task for Sisyphus/ Index of Contributors/ *
1000-6 登録日 08.08.03
