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好东西传送门
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@chico2011 @leo_lq 求推荐金融交易风险评估方面的paper #78

Closed haoawesome closed 9 years ago

haoawesome commented 10 years ago

leo_lq：@好东西传送门 同求金融风险控制资料

haoawesome commented 10 years ago

金融风险评估方法分类脑图

screen shot 2014-09-09 at 11 34 23 pm

Financial Risk Measurement 及 VaR 系统学习资料

http://www.amazon.com/Financial-Institutions-Management-McGraw-Hill-Insurance/dp/0078034809 Financial Institutions Management: A Risk Management Approach (2013)

http://www.ssc.upenn.edu/~fdiebold/papers/paper107/ABCD_HOEF.pdf Financial Risk Measurement for Financial Risk Management (2011)

http://www.casact.net/education/specsem/99frmgt/pearson2.pdf Risk Measurement: An Introduction to Value at Risk

http://www.ams.sunysb.edu/~xing/AMS517/Documents/handout02_marketrisk.pdf Statistical Methods in Market Risk Management

金融风险评估相关论文

https://statistik.econ.kit.edu/download/smrevm_08Oct.pdf Stochastic models for risk estimation in volatile markets: A survey (2010) Stoyan V. Stoyanov · Borjana Racheva - Iotova · Svetlozar T. Rachev · Frank J. Fabozzi

https://moallemi.com/ciamac/papers/regression-risk-2011.pdf (2011) Risk Estimation via Regression Mark Broadie Yiping Du

http://www.business.illinois.edu/finance/papers/2004/figlewski.pdf "Estimation Error in the Assessment of Financial Risk Exposure" by Stephen Figlewski (2004)

http://www.iijournals.com/doi/abs/10.3905/jpm.2004.443328#sthash.093WMdUS.dpbs Different Approaches to Risk Estimation in Portfolio Theory (2004) Almira Biglova, Sergio Ortobelli, Svetlozar T Rachev, and Stoyan Stoyanov

https://bitcoinfoundation.org/wp-content/uploads/2014/07/Bitcoin-Risk-Management-Study-Spring-2014.pdf Removing Impediments to Bitcoin’s Success: A Risk Management Study @比特币公民 推荐

https://www.cornerstoneadvisers.com/_pdf/AssessingandManagingRiskinInstitutionalRealEstateInvesting.pdf Assessing and Managing Risk in Institutional Real Estate Investing @猫咪论文工作室 推荐

haoawesome commented 10 years ago

已咨询某金融界大牛

haoawesome commented 10 years ago

大牛还没回答,先放个相关的 https://www.coursera.org/course/fe1 Financial Engineering and Risk Management Part I (Columbia University on Coursera)

panjf1987 commented 10 years ago

Financial Engineering and Risk Management这门课我在coursera上过，其中和风险评估相关的只有简单的介绍了一下VaR，重点还是放在了衍生品定价上。

https://www.coursera.org/course/fe1 https://www.coursera.org/course/fe2

haoawesome commented 10 years ago

谢谢点评,我们努力

haoawesome commented 10 years ago

金融风险管理类书籍

http://www.amazon.com/Financial-Institutions-Management-McGraw-Hill-Insurance/dp/0078034809

http://www.amazon.com/Risk-Budgeting-Portfolio-Problem-Value-at-Risk/dp/0471405566 Risk Budgeting: Portfolio Problem Solving with Value-at-Risk Hardcover – January 18, 2002 by Neil D. Pearson

http://bbs.cenet.org.cn/uploadImages/20033711401339408.pdf Elements of Financial Risk Management Chapter 2: Volatility Forecasting Peter F. Christoffersen (2002)

http://www.amazon.co.uk/Dealing-With-Financial-Risk-Management/dp/1861975910 Dealing With Financial Risk: A Guide to Financial Risk Management (Economist) Hardcover – 27 May 2004

reading lists

haoawesome commented 10 years ago

QUT-华人社区：#QUTer求助# @MinnieloveLife 請問有QUT童鞋讀過MGB341operational risk management 嗎？ 想請教一下功課，謝謝 http://weibo.com/3470075132/Bjd8sqgBp

haoawesome commented 10 years ago

比特币公民：关于这个死法bitcoin foundation 做过一个专业的pdf，risk management study。非常全面。 //@Ryan_XxOo:转发微博 http://weibo.com/5252075239/BioynpbA7

https://bitcoinfoundation.org/wp-content/uploads/2014/07/Bitcoin-Risk-Management-Study-Spring-2014.pdf Removing Impediments to Bitcoin’s Success: A Risk Management Study

haoawesome commented 10 years ago

猫咪论文工作室：这篇risk management 关于real estate的大论文进展so far so good！！keep going！！！QQ 48474130[耶]

http://weibo.com/2714237514/BheAWuAvO

上面这篇正在写

找到相关2008年文章

https://www.cornerstoneadvisers.com/_pdf/AssessingandManagingRiskinInstitutionalRealEstateInvesting.pdf Assessing and Managing Risk in Institutional Real Estate Investing

haoawesome commented 10 years ago

http://www.amazon.co.uk/Dealing-With-Financial-Risk-Management/dp/1861975910 Dealing With Financial Risk: A Guide to Financial Risk Management (Economist) Hardcover – 27 May 2004

haoawesome commented 9 years ago

http://www.amazon.com/Financial-Institutions-Management-McGraw-Hill-Insurance/dp/0078034809 Financial Institutions Management: A Risk Management Approach (McGraw-Hill/Irwin Series in Finance, Insurance and Real Estate) Hardcover – September 27, 2013 by Anthony Saunders (Author), Marcia Cornett

haoawesome commented 9 years ago

http://www.amazon.com/Risk-Budgeting-Portfolio-Problem-Value-at-Risk/dp/0471405566 Risk Budgeting: Portfolio Problem Solving with Value-at-Risk Hardcover – January 18, 2002 by Neil D. Pearson

haoawesome commented 9 years ago

http://people.stern.nyu.edu/adamodar/pdfiles/papers/VAR.pdf VALUE AT RISK (VAR)

haoawesome commented 9 years ago

https://web.stanford.edu/class/msande444/2012/MS&E444_2012_Group2a.pdf

http://www.ams.sunysb.edu/~xing/AMS517/Documents/handout02_marketrisk.pdf Statistical Methods in Market Risk Management Haipeng Xing ( lecture notes)

http://www.ssc.upenn.edu/~fdiebold/papers/paper107/ABCD_HOEF.pdf Financial Risk Measurement for Financial Risk Management (2011)

http://www.casact.net/education/specsem/99frmgt/pearson2.pdf

haoawesome commented 9 years ago

screen shot 2014-09-09 at 11 34 23 pm

《金融风险评估方法分类脑图：第一版》 作者：好东西传送门 编号：hao-2014-001 时间：2014-09-10 primary source： wikipedia

相关概念

http://en.wikipedia.org/wiki/Financial_risk Financial risk is an umbrella term for multiple types of risk associated with financing, including financial transactions that include company loans in risk of default.

A science has evolved around "managing market and financial risk" under the general title of modern portfolio theory initiated by Dr. Harry Markowitz in 1952 with his article, "Portfolio Selection".

http://en.wikipedia.org/wiki/Financial_risk_management Financial risk management is the practice of economic value in a firm by using financial instruments to manage exposure to risk, particularly credit risk and market risk

http://en.wikipedia.org/wiki/Modern_portfolio_theory Modern portfolio theory (MPT) is a theory of finance that attempts to maximize portfolio expected return for a given amount of portfolio risk, or equivalently minimize risk for a given level of expected return, by carefully choosing the proportions of various assets.

http://en.wikipedia.org/wiki/Value_at_risk In financial mathematics and financial risk management, value at risk (VaR) is a widely used risk measure of the risk of loss on a specific portfolio of financial assets.

http://en.wikipedia.org/wiki/Historical_simulation_(finance) Historical simulation in finance's value at risk (VaR) analysis is a procedure for predicting the value at risk by 'simulating' or constructing the cumulative distribution function (CDF) of assets returns over time.

http://en.wikipedia.org/wiki/Monte_Carlo_methods_in_finance Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average value over the range of resultant outcomes.

http://en.wikipedia.org/wiki/Quasi-Monte_Carlo_methods_in_finance Today quasi-Monte Carlo (QMC) is widely used in the financial sector to value financial derivatives

haoawesome commented 9 years ago

问：@chico2011 @leo_lq 求推荐金融交易风险评估方面的文献 答： https://github.com/memect/hao/issues/78 金融风险管理领域全局观可以看沃顿学院的教科书 Financial Institutions Management: A Risk Management Approach 。“风险价值”（Value at Risk, VaR) 是金融风险管理中常见的定量分析方法，找到一些量化分析类论文，制作了一个脑图 求补充指正 http://www.weibo.com/5220650532/BmlXxt5hC?ref=