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    Quantitative Financial Risk Management
    Unavailable
    Quantitative Financial Risk Management
    Unavailable
    Quantitative Financial Risk Management
    Ebook323 pages6 hours

    Quantitative Financial Risk Management

    By Michael B. Miller

    ()

    Currently unavailable

    Currently unavailable

    About this ebook

    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

    LanguageEnglish
    PublisherWiley
    Release dateNov 8, 2018
    ISBN9781119522232
    Unavailable
    Quantitative Financial Risk Management
    Author

    Michael B. Miller

    Michael B. Miller is Professor of History at the University of Miami. His scholarly publications include The Bon Marché: Bourgeois Culture and the Department Store, 1869–1920 and Europe and the Maritime World: A Twentieth-Century History.

    Read more from Michael B. Miller

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