Asiabooks.com

STATISTICAL FINANCE: ASSESSING THE MATH IN RISK MANAGEMENT

Out of stock

฿2,350
STATISTICAL FINANCE: ASSESSING THE MATH IN RISK MANAGEMENT

STATISTICAL FINANCE: ASSESSING THE MATH IN RISK MANAGEMENT

 MILLER, MICHAEL B.

Hardcover

฿2,350

Out of stock

With this product, you earn 94 point(s).

Point details

PAYMENT METHOD

payment01 payment02 payment03
คำที่เกี่ยวข้อง CORPORATE FINANCE

Synopsis: STATISTICAL FINANCE: ASSESSING THE MATH IN RISK MANAGEMENT

Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics. The recent financial crisis and its impact on the broader economy underscore the importance of financial risk management in today's world. At the same time, financial products and investment strategies are becoming increasingly complex. Today, it is more important than ever that risk managers possess a sound understanding of mathematics and statistics. In a concise and easy-to-read style, each chapter of this book introduces a different topic in mathematics or statistics. As different techniques are introduced, sample problems and application sections demonstrate how these techniques can be applied to actual risk management problems. Exercises at the end of each chapter and the accompanying solutions at the end of the book allow readers to practice the techniques they are learning and monitor their progress. A companion website includes interactive Excel spreadsheet examples and templates. This comprehensive resource covers basic statistical concepts from volatility and Bayes' Law to regression analysis and hypothesis testing. Widely used risk models, including Value-at-Risk, factor analysis, Monte Carlo simulations, and stress testing are also explored. A chapter on time series analysis introduces interest rate modeling, GARCH, and jump-diffusion models. Bond pricing, portfolio credit risk, optimal hedging, and many other financial risk topics are covered as well. If you're looking for a book that will help you understand the mathematics and statistics of financial risk management, look no further.

Product Details

ISBN 9781118170625
Weight 0.494
Publisher JOHN WILEY & SONS SINGAPORE PTE. LED.
Book Size (cm.) 166x236x26
Language English
Number of Pages 292

Highlight

Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics. The recent financial crisis and its impact on the broader economy underscore the importance of financial risk management in today's world. At the same time, financial products and investment strategies are becoming increasingly complex. Today, it is more important than ever that risk managers possess a sound understanding of mathematics and statistics. In a concise and easy-t view all

All Reviews

Comments & Ratings (0 review)

  • (0)
  • (0)
  • (0)
  • (0)
  • (0)

You may also like

Recommended for you