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Quantitative Financial Risk Management
Engelsk
Bogcover for Quantitative Financial Risk Management af Michael B. Miller, 9781119522201
Specifikationer
Sprog:
Engelsk
Sider:
320
ISBN-13:
9781119522201
Indbinding:
Hardback
ISBN-10:
111952220X
Kategori:
Udg. Dato:
28 dec 2018
Størrelse i cm:
18,8 x 26,2 x 3,2
Serie:
Oplagsdato:
28 dec 2018
Forfatter(e):
Genre:

Quantitative Financial Risk Management

Engelsk
Hardback 2018
Format:

Bog beskrivelse
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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Specifikationer
Sprog:
Engelsk
Sider:
320
ISBN-13:
9781119522201
Indbinding:
Hardback
ISBN-10:
111952220X
Kategori:
Udg. Dato:
28 dec 2018
Størrelse i cm:
18,8 x 26,2 x 3,2
Serie:
Oplagsdato:
28 dec 2018
Forfatter(e):
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