Quantitative Financial Risk Management

Author(s): Michael B. Miller
Original Publish Date: Nov 08, 2018
Product Number: EB00744721
Released: Nov 26, 2018
Business Term: Purchase
ISBN: #9781119522263
Publisher: Wiley
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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-    ...?nd much more

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