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Více informací o knize Quantitative Financial Risk Management

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Anotace knihy

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

Parametry knihy

Zařazení knihy Knihy v angličtině Economics, finance, business & management Finance & accounting

• Plný název: Quantitative Financial Risk Management
• Autor: Michael B. Miller
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 320
• EAN: 9781119522201
• ISBN: 9781119522201
• ID: 19302888
• Nakladatelství: John Wiley & Sons Inc
• Hmotnost: 670 g
• Rozměry: 188 × 262 × 32 mm
• Datum vydání: 28. December 2018

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