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Основной контент книги Quantitative Financial Risk Management
Text PDF

Book duration 323 pages

0+

Quantitative Financial Risk Management

Читайте только на Литрес

The book cannot be downloaded as a file, but can be read in our app or online on the website.

$102

About the book

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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Age restriction:
0+
Release date on Litres:
25 December 2018
Volume:
323 p.
ISBN:
9781119522232
Total size:
3.5 МБ
Total number of pages:
323
Copyright holder:
John Wiley & Sons Limited
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