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Quantitative Financial Risk Management
Contributor(s): Miller, Michael B. (Author)
ISBN: 111952220X     ISBN-13: 9781119522201
Publisher: Wiley
OUR PRICE:   $76.50  
Product Type: Hardcover - Other Formats
Published: November 2018
Qty:
Temporarily out of stock - Will ship within 2 to 5 weeks
Additional Information
BISAC Categories:
- Business & Economics | Finance - General
Dewey: 332
LCCN: 2018033207
Series: Wiley Finance
Physical Information: 1.4" H x 7.2" W x 10.1" (1.50 lbs) 320 pages
 
Descriptions, Reviews, Etc.
Publisher 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