Risk management : what must be changed
Lessons from recent financial crises
Living in turbulent times
The need for a proper methodology
What is behind risk modeling
The basic tools of risk modeling
Statistical risk measures
Leverage and ruin theory
The perfect markets hypothesis and its dangers
Risk neutral valuation
The case of incomplete markets : relating risk premiums to economic fundamentals
Risk management in a normal world
Risk management and shareholder value
Why market imperfections matter for shareholder value
The shareholder value function
Risk management and the shareholder value function
What to do in practice?
The different steps of the implementation
Learning from an example
Conclusion : some simple messages.
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Risk management in turbulent times by Gilles Beneplanc. ISBN 9780199774081. Published by Oxford University Press in 2011. Publication and catalogue information, links to buy online and reader comments.
