Quantitative Financial Risk Management

✍ Scribed by Michael B. Miller

Publisher: Wiley
Year: 2018
Tongue: English
Leaves: 322
Series: Wiley Finance
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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 Managementintroduces 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

📜 SIMILAR VOLUMES

Quantitative Financial Risk Management

📁 Quantitative Financial Risk Management

✍ Ju Yang (auth.), Dash Wu (eds.) 📂 Library 📅 2011 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

The bulk of this volume deals with the four main aspects of risk management: market risk, credit risk, risk management - in macro-economy as well as within companies. It presents a number of approaches and case studies directed at applying risk management to diverse business environments. Include

Quantitative Financial Risk Management

📁 Quantitative Financial Risk Management

✍ Miller, Michael Bernard 📂 Library 📅 2019;2018 🏛 Wiley 🌐 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 :

📁 Quantitative financial risk management : theory and practice

✍ Galariotis, Emilios; Zopounidis, Constantin 📂 Library 📅 2015 🏛 Wiley 🌐 English

A Comprehensive Guide to Quantitative Financial Risk Management Written by an international team of experts in the field, Quantitative Financial Risk Management: Theory and Practice provides an invaluable guide to the most recent and innovative research on the topics of finan

Quantitative Risk Management, + Website:

📁 Quantitative Risk Management, + Website: A Practical Guide to Financial Risk

✍ Thomas S. Coleman, Bob Litterman 📂 Library 📅 2012 🏛 Wiley 🌐 English

State of the art risk management techniques and practices—supplemented with interactive analyticsAll too often risk management books focus on risk measurement details without taking a broader view. Quantitative Risk Management delivers a synthesis of common sense management together with the cutting

Quantitative Risk Management, + Website:

📁 Quantitative Risk Management, + Website: A Practical Guide to Financial Risk

✍ Thomas S. Coleman, Bob Litterman 📂 Library 📅 2012 🏛 Wiley 🌐 English

State of the art risk management techniques and practices—supplemented with interactive analyticsAll too often risk management books focus on risk measurement details without taking a broader view. Quantitative Risk Management delivers a synthesis of common sense management together

Handbook of Quantitative Finance and Ris

📁 Handbook of Quantitative Finance and Risk Management

✍ Wei-Peng Chen, Huimin Chung, Keng-Yu Ho, Tsui-Ling Hsu (auth.), Cheng-Few Lee, A 📂 Library 📅 2010 🏛 Springer US 🌐 English

Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of gl