Mohlo by sa vám tiež páčiť

Viac informácií o knihe Quantitative Financial Risk Management

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 232 bodov

Anotácia knihy

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

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Finance & accounting

• Celý názov: Quantitative Financial Risk Management
• Autor: Michael B. Miller
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 320
• EAN: 9781119522201
• ISBN: 9781119522201
• ID: 19302888
• Nakladateľ: John Wiley & Sons Inc
• Hmotnosť: 670 g
• Rozmery: 188 × 262 × 32 mm
• Dátum vydania: 28. December 2018

Obľúbené z iného súdka

---

---

---