Camilla Brudin Borg; Jørgen Bruhn; Rikard Wingård; Björn Billing; Amelie Björck; Martin Hellström; Johanna Lindbo Studentlitteratur AB (2022) Pehmeäkantinen kirja
Anna Backman; Bella Berg; Malin Bruhn; Anna Fridell; Tiina Holmberg Bergman; Catrin Killander; Tobias Rasmussen Natur & Kultur Läromedel och Akademi (2022) Pehmeäkantinen kirja
Jørgen Bruhn; Johanna Sjöberg; Kee Lundqvist; Elisa Rossholm; Linda Sternö; Katarina Eriksson; Erik Rosales; Kee Lundqvist Centrum för barnkulturforskning (2021) Pehmeäkantinen kirja
Alvin H. Rosenfeld; Gerhard Scheit; Danyal Casar; Marlene Gallner; Joachim Bruhn; Sebastian Tränkle; Fabian Kettner; Mach Ca Ira Verlag (2024) Pehmeäkantinen kirja
This book shows how modern risk management in banks and insurance companies can be modeled in Excel and Matlab. Readers are provided with all the necessary knowledge and skills in a systematic and structured step-by-step manner. Apart from basic Excel knowledge, no previous knowledge is required. The textbook is divided into five parts. First, the reader learns the basics of analyzing and modeling market risks. Next, the authors introduce and explain the modeling of credit risks and operational risks are quantified by calibrating loss distributions based on expert estimates. Furthermore, individual risk measures are examined in more detail. In order to calculate a risk measure for an overall portfolio to determine the risk capital, the question of the aggregation method is discussed. There are various common concepts for this, which are examined in more detail in the last part of the book.
The book is aimed at students of business administration with a focus on financial services. Accompanying the book, readers receive Excel spreadsheets as digital bonus material for practice and application.
