Mathematics and statistics for financial risk management /
نام عام مواد
[Book]
نام نخستين پديدآور
Michael B. Miller
وضعیت ویراست
وضعيت ويراست
Second Edition
مشخصات ظاهری
نام خاص و کميت اثر
xiii, 317 pages ;
ابعاد
27 cm
فروست
عنوان فروست
Wiley finance series
یادداشتهای مربوط به کتابنامه ، واژه نامه و نمایه های داخل اثر
متن يادداشت
Includes bibliographical references and index
یادداشتهای مربوط به خلاصه یا چکیده
متن يادداشت
"This is an excellent book to grasp the basics of financial risk management. Everything in the book is explained from scratch and the concepts are very well exemplified with real life situations. Accompanied with a website filled with excel sheets for application, the book is great for future course material. This Second Edition of Mathematics and Statistics for Financial Risk Management includes 2 new chapters. The first chapter is on Bayesian Analysis and covers Bayes' Theorem, Many State Problems, Continuous Distributions, Bayesian Networks, and Bayesian Networks versus Correlation Matrices. The second new chapter is on Hypothesis Testing & Confidence Intervals and is on The Sample Mean Revisited, Sample Variance Revisited, Confidence Intervals, Hypothesis Testing, Chebyshev's Inequality, and Application: VaR. All chapters will have problems for testing and answers online"--
ویراست دیگر از اثر در قالب دیگر رسانه
عنوان
Mathematics and statistics for financial risk management
شماره استاندارد بين المللي کتاب و موسيقي
9781118757550
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Risk management-- Mathematical models
موضوع مستند نشده
Risk management-- Statistical methods
رده بندی ديویی
شماره
332
.
01/5195
ويراست
23
رده بندی کنگره
شماره رده
HD61
نشانه اثر
.
M537
2013
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )