Quantitative Financial Risk Management - 9781119522201

Description: Quantitative Financial Risk ManagementAuthor(s): Michael B. Miller Format: Hardback Publisher: John Wiley & Sons Inc, United States Imprint: John Wiley & Sons Inc ISBN-13: 9781119522201, 978-1119522201 Synopsis 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

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Book Title: Quantitative Financial Risk Management

Number of Pages: 320 Pages

Language: English

Publication Name: Quantitative Financial Risk Management

Publisher: John Wiley & Sons INC International Concepts

Publication Year: 2018

Subject: Finance

Item Height: 261 mm

Item Weight: 670 g

Type: Textbook

Author: Michael B. Miller

Series: Wiley Finance

Item Width: 180 mm

Format: Hardcover