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 Making Questions Work by Michael B. Miller
Cover of the book Entropy Theory and its Application in Environmental and Water Engineering by Michael B. Miller
Cover of the book Academic Leadership Day by Day by Michael B. Miller
Cover of the book Financial Risk Management by Michael B. Miller
Cover of the book Solar Cells and Their Applications by Michael B. Miller
Cover of the book Fundamentals of Midwifery by Michael B. Miller
Cover of the book Canning and Preserving For Dummies by Michael B. Miller
Cover of the book Emotionally Intelligent Leadership for Students by Michael B. Miller
Cover of the book Aesthetics by Michael B. Miller
Cover of the book Manual of Dietetic Practice by Michael B. Miller
Cover of the book Business Cycles and Equilibrium by Michael B. Miller
Cover of the book Client Psychology by Michael B. Miller
Cover of the book Survival Analysis by Michael B. Miller
Cover of the book Trades About to Happen by Michael B. Miller
Cover of the book Waste Management in the Chemical and Petroleum Industries 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