Miller, Michael B.
Mathematics and Statistics for Financial Risk Management
Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics.
Now in its second edition with more topics, more sample problems and more real world examples, this popular guide to financial risk management introduces readers to practical quantitative techniques for analyzing and managing financial risk.
In a concise and easy-to-read style, each chapter introduces a different topic in mathematics or statistics. As different techniques are introduced, sample problems and application sections demonstrate how these techniques can be applied to actual risk management problems. Exercises at the end of each chapter and the accompanying solutions at the end of the book allow readers to practice the techniques they are learning and monitor their progress. A companion Web site includes interactive Excel spreadsheet examples and templates.
Mathematics and Statistics for Financial Risk Management is an indispensable reference for today’s financial risk professional.
Avainsanat: General Finance & Investments, Michael B. Miller, Michael Miller, Mike Miller, mathematics and statistics for financial risk management, financial risk management, statistical finance, statistical finance in risk management, risk management, risk management mathematics, risk models, applying risk models, developing risk models, popular risk models, popular risk models used by practitioners, practitioner oriented, mixture models, decay factors, risk professionals, financial engineers, corporate risk managers, financial risk managers, financial risk manager, financial risk manager exam, FRM, FRM exam, probability, Bayes&rsquo, Law, Bayes&rsquo, Theorem, Bayes rule, expected value, skewness, kurtosis, distributions, Monte Carlo, Monte Carlo simulation, Cholesky decomposition, Cholesky, Principal Component Analysis, PCA, regression, linear regression, optimal hedging, hedging, random walks, drift diffusion, GARCH, jump diffusion, interest rate models, value at risk, VaR, decay factors, EWMA, Excel examples, spreadsheet examples, Excel, quant, quantitative, quantitative techniques
- Tekijä(t)
- Miller, Michael B.
- Julkaisija
- John Wiley and Sons, Inc.
- Julkaisuvuosi
- 2014
- Kieli
- en
- Painos
- 2
- Sarja
- Wiley Finance
- Sivumäärä
- 336 sivua
- Kategoria
- Tekniikka, energia, liikenne
- Tiedostomuoto
- E-kirja
- eISBN (ePUB)
- 9781118757642
- Painetun ISBN
- 9781118750292