عنوان

Quantitative financial risk management /

(Number (ISBN

1119522234

(Number (ISBN

1119522269

(Number (ISBN

9781119522232

(Number (ISBN

9781119522263

Erroneous ISBN

9781119522201

Title Proper

Quantitative financial risk management /

General Material Designation

[Book]

First Statement of Responsibility

Michael B. Miller.

Place of Publication, Distribution, etc.

Hoboken, New Jersey :

Name of Publisher, Distributor, etc.

Wiley,

Date of Publication, Distribution, etc.

[2019]

Specific Material Designation and Extent of Item

1 online resource.

Series Title

Wiley finance series

Text of Note

Includes bibliographical references and index.

Text of Note

Overview of financial risk management -- Market risk: standard deviation -- Market risk: value at risk -- Market risk: expected shortfall, extreme value theory, and stress testing -- Market risk: portfolios and correlation -- Market risk: beyond portfolio correlation -- Market risk: risk attribution -- Credit risk -- Liquidity risk -- Bayesian analysis -- Behavioral economics and risk.

0

Text of Note

"Our modern economy depends on financial markets. When financial markets work, they allow people to buy homes and save for retirement; they allow companies to provide the goods and services that we enjoy and depend on. When financial markets don't work, companies fail, people lose their homes, lose their savings, and lose their jobs. Yet financial markets continue to grow in size and complexity and the management of financial risk has never been more important. Quantitative Financial Risk Management is designed to teach students and risk professionals about 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"--

Title

Quantitative financial risk management

International Standard Book Number

9781119522201

Financial risk management.

BUSINESS & ECONOMICS / Finance

Financial risk management.

BUS-- 027000

Number

Edition

Class number

Miller, Michael B., (Michael Bernard),1973-

Date of Transaction

20200822154530.0

Cataloguing Rules (Descriptive Conventions))

rda

Electronic name

[Book]

Y