Quantitative Financial Risk Management

Business & Finance, Finance & Investing, Finance
Cover of the book Quantitative Financial Risk Management by Michael B. Miller, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
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

More books from Wiley

Cover of the book Professional Networking For Dummies by Michael B. Miller
Cover of the book Small Animal Soft Tissue Surgery by Michael B. Miller
Cover of the book British Foreign Policy by Michael B. Miller
Cover of the book Non-Smooth Deterministic or Stochastic Discrete Dynamical Systems by Michael B. Miller
Cover of the book Membrane Processing for Dairy Ingredient Separation by Michael B. Miller
Cover of the book Numerical Methods in Contact Mechanics by Michael B. Miller
Cover of the book The Role of the Study Director in Nonclinical Studies by Michael B. Miller
Cover of the book Asking Questions by Michael B. Miller
Cover of the book Instantaneous Power Theory and Applications to Power Conditioning by Michael B. Miller
Cover of the book Telecommunications System Reliability Engineering, Theory, and Practice by Michael B. Miller
Cover of the book Comparative Religious Ethics by Michael B. Miller
Cover of the book Religion and International Security by Michael B. Miller
Cover of the book Emerging Technologies for 3D Video by Michael B. Miller
Cover of the book Millikan and Her Critics by Michael B. Miller
Cover of the book Environmental Organic Chemistry by Michael B. Miller
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy