Quantitative Financial Risk Management 1st Edition – PDF/EPUB Version Downloadable
$49.99
Author(s): Michael B. Miller
Publisher: John Wiley & Sons P&T
ISBN: 9781119522201
Edition: 1st Edition
A mathematical guide to measuring and managing financial risk. Â Â Â Â
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:
•Â Â Â Value at risk
•Â Â Â Stress testing
•Â Â Â Credit risk
•Â Â Â Liquidity risk
•Â Â Â Factor analysis
•Â Â Â Expected shortfall
•Â Â Â Copulas
•Â Â Â Extreme value theory
•Â Â Â Risk model backtesting
• Â Â Bayesian analysis
• Â Â . . . and much more
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Quantitative Financial Risk Management 1st Edition – PDF/EPUB Version Downloadable
$49.99
Author(s): Desheng Dash Wu
Publisher: Springer
ISBN: 9783642193385
Edition: 1st Edition
The bulk of this volume deals with the four main aspects of risk management: market risk, credit risk, risk management – in macro-economy as well as within companies. It presents a number of approaches and case studies directed at applying risk management to diverse business environments. Included are traditional market and credit risk management models such as the Black-Scholes Option Pricing Model, the Vasicek Model, Factor models, CAPM models, GARCH models, KMV models and credit scoring models.
