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Quantitative Financial Risk Management
Engelsk Hardback
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Quantitative Financial Risk Management

Engelsk Hardback

491 kr
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Om denne bog
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
Product detaljer
Sprog:
Engelsk
Sider:
320
ISBN-13:
9781119522201
Indbinding:
Hardback
Udgave:
ISBN-10:
111952220X
Kategori:
Udg. Dato:
28 dec 2018
Længde:
32mm
Bredde:
262mm
Højde:
188mm
Forlag:
John Wiley & Sons Inc
Oplagsdato:
28 dec 2018
Forfatter(e):
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