Synopsis
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
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
MICHAEL B. MILLER is the founder and CEO of Northstar Risk Corp. Before starting Northstar, Mr. Miller was Chief Risk Officer for Tremblant Capital and, before that, Head of Quantitative Risk Management at Fortress Investment Group.
Mr. Miller is the author of Mathematics and Statistics for Financial Risk Management, now in its second edition, and, along with Emanuel Derman, The Volatility Smile. He is also an adjunct professor at Columbia University and the co-chair of the Global Association of Risk Professional's Research Fellowship Committee. Before starting his career in finance, Mr. Miller studied economics at the American University of Paris and the University of Oxford.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Quantitative Financial Risk Management (Wiley Finance)
Edité par
Wiley, 2018
ISBN 10 : 111952220X
ISBN 13 : 9781119522201
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Quantitative Financial Risk Management (Wiley Finance)
Edité par
Wiley, 2018
ISBN 10 : 111952220X
ISBN 13 : 9781119522201
Ancien ou d'occasion
Couverture rigide
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hardcover. Etat : Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! N° de réf. du vendeur S_391717804
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Quantitative Financial Risk Management
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Quantitative Financial Risk Management Format: Cloth/WebSite Associated w/Book
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John Wiley and Sons, 2018
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ISBN 13 : 9781119522201
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Quantitative Financial Risk Management
Edité par
Wiley, 2018
ISBN 10 : 111952220X
ISBN 13 : 9781119522201
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 32460758
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Quantitative Financial Risk Management (Hardcover)
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John Wiley & Sons Inc, New York, 2018
ISBN 10 : 111952220X
ISBN 13 : 9781119522201
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Vendeur : Grand Eagle Retail, Bensenville, IL, Etats-Unis
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Hardcover. Etat : new. Hardcover. 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 Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9781119522201
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Quantitative Financial Risk Management (eng)
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Quantitative Financial Risk Management
Edité par
John Wiley and Sons Inc, US, 2018
ISBN 10 : 111952220X
ISBN 13 : 9781119522201
Neuf
Couverture rigide
Vendeur : Rarewaves USA, OSWEGO, IL, Etats-Unis
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Hardback. Etat : New. 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. N° de réf. du vendeur LU-9781119522201
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Quantitative Financial Risk Management
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Quantitative Financial Risk Management
Edité par
John Wiley and Sons Inc, US, 2018
ISBN 10 : 111952220X
ISBN 13 : 9781119522201
Neuf
Couverture rigide
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Hardback. Etat : New. 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. N° de réf. du vendeur LU-9781119522201
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