Quantitative Financial Risk Management

Business & Finance, Finance & Investing, Finance
Cover of the book Quantitative Financial Risk Management by Michael B. Miller, Wiley
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Author: Michael B. Miller ISBN: 9781119522263
Publisher: Wiley Publication: November 8, 2018
Imprint: Wiley Language: English
Author: Michael B. Miller
ISBN: 9781119522263
Publisher: Wiley
Publication: November 8, 2018
Imprint: Wiley
Language: English

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

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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

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