Bibliograph

Quantitative financial risk management, Michael B. Miller

Type

Label

Quantitative financial risk management, Michael B. Miller

Language

eng

Bibliography note

Includes bibliographical references and index

Illustrations

illustrations

Index

index present

Literary Form

non fiction

Main title

Quantitative financial risk management

Nature of contents

bibliography

Oclc number

1052906055

Responsibility statement

Michael B. Miller

Series statement

Wiley finance series

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"--, Provided by publisher

Table Of 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

Creator