Quantitative Financial Risk Management
Kurzinformation
inkl. MwSt. Versandinformationen
Lieferzeit 1-3 Werktage
Lieferzeit 1-3 Werktage
Beschreibung
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 von Miller, Michael B. (American University of Paris; University of Oxford)
Produktdetails
So garantieren wir Dir zu jeder Zeit Premiumqualität.
- Hardcover
- 380 Seiten
- Erschienen 2009
- Springer
- Hardcover
- 1119 Seiten
- Erschienen 2016
- Schäffer-Poeschel
- Hardcover
- 252 Seiten
- Erschienen 2017
- Springer Spektrum
- Hardcover
- 448 Seiten
- Erschienen 2015
- Wiley
- Hardcover
- 320 Seiten
- Erschienen 2018
- Wiley