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Miller, Michael B.

Quantitative Financial Risk Management

Miller, Michael B. - Quantitative Financial Risk Management, e-bok

79,95€

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ISBN: 9781119522263
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A mathematical guide to measuring and managing financial risk.

Our modern economy depends on financial markets. Yet financial markets continue to grow in size and complexity. As a result, the management of financial risk has never been more important.

Quantitative Financial Risk Management introduces students and risk professionals to financial risk management with an emphasis on financial models and mathematical techniques. Each chapter provides numerous sample problems and end of chapter questions. The book provides clear examples of how these models are used in practice and encourages readers to think about the limits and appropriate use of financial models.

Topics include:

• Value at risk
• Stress testing
• Credit risk
• Liquidity risk
• Factor analysis
• Expected shortfall
• Copulas
• Extreme value theory
• Risk model backtesting
• Bayesian analysis
• . . . and much more

Nyckelord: Quantitative finance; quantitative financial risk management; financial models; applying financial models; financial techniques; applying financial techniques; financial risk management; financial models and techniques; applying financial models and mathematical techniques; mathematical techniques; risk management; financial risk management; risk models; applying risk models; value at risk; Michael B. Miller

Författare
Utgivare
John Wiley and Sons, Inc.
Utgivningsår
2019
Språk
en
Utgåva
1
Serie
Wiley Finance
Sidantal
320 sidor
Kategori
Ekonomisk
Format
E-bok
eISBN (ePUB)
9781119522263
Tryckt ISBN
9781119522201

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