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The Economic Foundations of Risk Management:Theory, Practice, and Applications

Author

Listed:
  • Robert Jarrow

    (Cornell)

Abstract

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Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Robert Jarrow, 2017. "The Economic Foundations of Risk Management:Theory, Practice, and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10221, August.
  • Handle: RePEc:wsi:wsbook:10221
    as

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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/10221
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    Citations

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    Cited by:

    1. Munyungu Faith Kavuli & Munyungu Faith Kavuli, Dr. Caleb Kirui, 2020. "Effect of Risk Response Planning on Completion of Women Groups Projects In Katulani Ward, Kitui Count," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 4(11), pages 30-33, November.
    2. Hans Rau-Bredow, 2019. "Bigger Is Not Always Safer: A Critical Analysis of the Subadditivity Assumption for Coherent Risk Measures," Risks, MDPI, vol. 7(3), pages 1-18, August.

    Book Chapters

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    More about this item

    Keywords

    Risk Management; Derivatives; Value-at-Risk; Funding Risk; Financial Engineering;
    All these keywords.

    JEL classification:

    • G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies

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