Description

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

Quantitative Financial Risk Management

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£58.50

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RRP: £65.00 You save £6.50 (10%)
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Hardback by Michael B. Miller

1 in stock

Short Description:

A mathematical guide to measuring and managing financial risk. Our modern economy depends on financial markets. Yet financial markets continue... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 28/12/2018
    ISBN13: 9781119522201, 978-1119522201
    ISBN10: 111952220X

    Number of Pages: 320

    Non Fiction , Business, Finance & Law

    Description

    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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