Miller, Michael B.
Quantitative Financial Risk Management (Wiley Finance)
- ISBN 13:
- 9781119522201
- author:
- Miller, Michael B.
- format:
- Hardback
- publisher:
- John Wiley & Sons Inc
- language:
- English
- Publication Year:
- 2018
- Pages:
- 320
- Dimensions:
- 26.1 x 17.9 x 2.7 centimetres (0
- Genre:
- Business, Finance, General
- Condition:
- New
- Availability:
- Item usually sent within 10 working days
Description
Quantitative Financial Risk Management provides a comprehensive guide to measuring and managing financial risk in modern economies. As financial markets continue to grow in size and complexity, the importance of effective risk management has never been greater.
This mathematical approach introduces students and professionals to financial risk management, focusing on financial models and mathematical techniques. The book offers clear examples of how these models are used in practice, while also encouraging readers to think critically about their limits and appropriate use.
Topics covered include value at risk, stress testing, credit risk, liquidity risk, factor analysis, expected shortfall, copulas, extreme value theory, risk model backtesting, and Bayesian analysis, among others. With numerous sample problems and end-of-chapter questions, this book is an ideal resource for those seeking to understand the principles of quantitative financial risk management.
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