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Hubbert, Simon

Essential Mathematics for Market Risk Management

Hubbert, Simon - Essential Mathematics for Market Risk Management, ebook

59,50€

Ebook, ePUB with Adobe DRM
ISBN: 9781119953029
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Printing125 pages with an additional page accrued every 6 hours, capped at 125 pages
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Everything you need to know in order to manage risk effectively within your organization

You cannot afford to ignore the explosion in mathematical finance in your quest to remain competitive. This exciting branch of mathematics has very direct practical implications: when a new model is tested and implemented it can have an immediate impact on the financial environment.

With risk management top of the agenda for many organizations, this book is essential reading for getting to grips with the mathematical story behind the subject of financial risk management. It will take you on a journey—from the early ideas of risk quantification up to today's sophisticated models and approaches to business risk management.

To help you investigate the most up-to-date, pioneering developments in modern risk management, the book presents statistical theories and shows you how to put statistical tools into action to investigate areas such as the design of mathematical models for financial volatility or calculating the value at risk for an investment portfolio.

  • Respected academic author Simon Hubbert is the youngest director of a financial engineering program in the U.K. He brings his industry experience to his practical approach to risk analysis
  • Captures the essential mathematical tools needed to explore many common risk management problems
  • Website with model simulations and source code enables you to put models of risk management into practice
  • Plunges into the world of high-risk finance and examines the crucial relationship between the risk and the potential reward of holding a portfolio of risky financial assets

This book is your one-stop-shop for effective risk management.

Keywords: Insurance & Risk Management, 001126722John Wiley & Sons6184714.0Normal0falsefalsefalseEN-GBZH-CNTH /* Style Definitions */table.MsoNormalTable {mso-style-name:"Table Normal", mso-tstyle-rowband-size:0, mso-tstyle-colband-size:0, mso-style-noshow:yes, mso-style-priority:99, mso-style-parent:"", mso-padding-alt:0in 5.4pt 0in 5.4pt, mso-para-margin-top:0in, mso-para-margin-right:0in, mso-para-margin-bottom:10.0pt, mso-para-margin-left:0in, line-height:115%, mso-pagination:widow-orphan, font-size:11.0pt, font-family:Calibri, mso-ascii-font-family:Calibri, mso-ascii-theme-font:minor-latin, mso-hansi-font-family:Calibri, mso-hansi-theme-font:minor-latin, mso-ansi-language:EN-GB, }Mathematical finance, financial risk, risk management, business risk, mathematical risk management, business interruption, project risk management, business and risk management, business reputation, business threats, risk management practices and procedures, reputational risk management, approach to risk management, risk management services, internal and external sources of risk, internal control and risk management solutions, risk in business operations, risk management techniques, enterprise risk management, risk quantification, risk analysis, models of risk, financial volatility, financial asset management, common risk management problems, Essential Mathematics for Market Risk Management, Dr Simon Hubbert, Programme Director for Financial Engineering, School of Economics, Mathematics and Statistics at Birkbeck University of London 

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2012
Language
en
Edition
1
Series
The Wiley Finance Series
Page amount
416 pages
Category
Economy
Format
Ebook
eISBN (ePUB)
9781119953029
Printed ISBN
9781119979524

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