ENGLISH

Quantitative Financial Risk Management

By Miller , Michael Bernard

Book information

Publisher
Wiley
ISBN
9781119522232, 9781119522263, 9781119522201, 111952220X, 1119522234, 1119522269
Language
english
Format
EPUB
Filesize
7 MB (7534241 bytes)
Series
Wiley series in finance
Pages
IX, 305 pagina's ; 26 cm\0
Time added
2020-07-26 19:24:52
Financial risk management

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

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