Book, Risk Analysis (Lima) 2/18[LS]

With a clear approach and the use of didactic language aimed at measuring risk, this work provides up-to-date information on how to understand and analyze the Value at Risk of different products on the market. Through the use of practical applications from the Brazilian market, the book covers the establishment of position limits in investments to analyze the risks assumed and evaluate the risk-adjusted return. This revised and updated 2nd edition brings new exercises and applications that are presented throughout each chapter. The other new features are the practical study of the use of statistics in risk analysis in a simplified way, in addition to a chapter dedicated to bank risks, in which the author has a special focus on banking institutions, demonstrating, through examples, the impact of risks on these institutions. Recommended work for professionals in the financial and capital markets, risks in investment projects, credit risks and operational risk. Additional reading for the disciplines Risk Analysis, Risk Management, Financial Administration, Capital Markets, Finance and Derivatives of undergraduate, postgraduate and MBA courses in Accounting, Economics and Administration.