Quantitative Financial Risk Management
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Form:Einzelkauf Download
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Sprache:Englisch
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eBook Format:ePUB 3
- ePUB 3 54,99 € ausgewählt
- PDF 54,99 €
54,99 €
inkl. gesetzl. MwSt.Beschreibung
Produktdetails
Format
ePUB 3
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Ja
Erscheinungsdatum
08.11.2018
Verlag
John Wiley & SonsSeitenzahl
320 (Printausgabe)
Dateigröße
7376 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9781119522263
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
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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