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The Resource Quantitative financial risk management, Michael B. Miller

Quantitative financial risk management, Michael B. Miller

Label
Quantitative financial risk management
Title
Quantitative financial risk management
Statement of responsibility
Michael B. Miller
Creator
Subject
Language
eng
Summary
"Our modern economy depends on financial markets. When financial markets work, they allow people to buy homes and save for retirement; they allow companies to provide the goods and services that we enjoy and depend on. When financial markets don't work, companies fail, people lose their homes, lose their savings, and lose their jobs. Yet financial markets continue to grow in size and complexity and the management of financial risk has never been more important. Quantitative Financial Risk Management is designed to teach students and risk professionals about 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"--
Member of
Assigning source
Provided by publisher
Cataloging source
LBSOR/DLC
http://library.link/vocab/creatorDate
1973-
http://library.link/vocab/creatorName
Miller, Michael B.
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
Series statement
Wiley finance series
http://library.link/vocab/subjectName
Financial risk management
Label
Quantitative financial risk management, Michael B. Miller
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Overview of financial risk management -- Market risk: standard deviation -- Market risk: value at risk -- Market risk: expected shortfall, and extreme value theory -- Market risk: portfolios and correlation -- Market risk: beyond correlation -- Market risk: risk attribution -- Credit risk -- Liquidity risk -- Bayesian analysis -- Behavioral economics and risk
Control code
on1052906055
Dimensions
26 cm.
Extent
ix, 305 pages
Isbn
9781119522201
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)1052906055
Label
Quantitative financial risk management, Michael B. Miller
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Overview of financial risk management -- Market risk: standard deviation -- Market risk: value at risk -- Market risk: expected shortfall, and extreme value theory -- Market risk: portfolios and correlation -- Market risk: beyond correlation -- Market risk: risk attribution -- Credit risk -- Liquidity risk -- Bayesian analysis -- Behavioral economics and risk
Control code
on1052906055
Dimensions
26 cm.
Extent
ix, 305 pages
Isbn
9781119522201
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
(OCoLC)1052906055

Library Locations

    • Badia FiesolanaBorrow it
      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
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