عنوان

Mathematics and statistics for financial risk management /

شابک

9781118750292 (hardback)

شابک اشتباه

97811187575550 (ePDF)

شابک اشتباه

9781118757536 (Mobi)

شابک اشتباه

9781118757642 (ePub)

شماره

25261

زبان متن نوشتاري يا گفتاري و مانند آن

انگلیسی

زبان اثر اصلي

انگلیسی

عنوان اصلي

Mathematics and statistics for financial risk management /

نام عام مواد

[book]

نام نخستين پديدآور

Michael B. Miller.

وضعيت ويراست

2nd Edition.

نام خاص و کميت اثر

pages cm.

عنوان فروست

Wiley finance

متن يادداشت

Includes bibliographical references and index.

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"--

موضوع مستند نشده

Risk management-- Mathematical models.

موضوع مستند نشده

Risk management-- Statistical methods.

موضوع مستند نشده

BUSINESS & ECONOMICS / Finance.

شماره

ويراست

شماره رده

نشانه اثر

شماره رده

کد سيستم

مستند نام اشخاص تاييد نشده

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

تاريخ عمليات

20150127104545.0

قواعد فهرست نويسي ( بخش توصيفي )

rda

نوع ماده

BL

کد کاربرگه

279112

تكميل شده

Y