Quantitative Financial Risk Management Ed. 1 / Michael B. MILLER / John Wiley & Sons (2018)  

Titre : Quantitative Financial Risk Management Ed. 1 Type de document : e-book Auteurs : Michael B. MILLER Editeur : John Wiley & Sons Année de publication : 2018 ISBN/ISSN/EAN : 9781119522201 Note générale : copyrighted Langues : Anglais (eng) Résumé : A mathematical guide to measuring and managing financial risk. 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: ? Value at risk? Stress testing? Credit risk? Liquidity risk? Factor analysis? Expected shortfall? Copulas? Extreme value theory? Risk model backtesting? Bayesian analysis? . . . and much more Nombre d'accès : Illimité En ligne : https://neoma-bs.idm.oclc.org/login?url=https://www.scholarvox.com/book/88945207 Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=578798

Mathematics and statistics for financial risk management / Michael B. MILLER / Hoboken, NJ : : JOHN WILEY & SONS, INC., (2014)

Titre : Mathematics and statistics for financial risk management Type de document : Livre Auteurs : Michael B. MILLER, Auteur Mention d'édition : 2nd Edition. Editeur : Hoboken, NJ : : JOHN WILEY & SONS, INC., Année de publication : 2014 Importance : XIII; 317 p. ISBN/ISSN/EAN : 978-1-118-75029-2 Prix : 101 EUR Note générale : Bibliogr. Index. Langues : Anglais (eng) Mots-clés : Management MANAGEMENT DU RISQUE ; FINANCE D'ENTREPRISE Résumé : "This is an excellent book to grasp the basics of financial risk management. Everything in the book is explained from scratch and the concepts are very well exemplified with real life situations. Accompanied with a website filled with excel sheets for application, the book is great for future course material. This Second Edition of Mathematics and Statistics for Financial Risk Management includes 2 new chapters. The first chapter is on Bayesian Analysis and covers Bayes' Theorem, Many State Problems, Continuous Distributions, Bayesian Networks, and Bayesian Networks versus Correlation Matrices. The second new chapter is on Hypothesis Testing & Confidence Intervals and is on The Sample Mean Revisited, Sample Variance Revisited, Confidence Intervals, Hypothesis Testing, Chebyshev's Inequality, and Application: VaR. All chapters will have problems for testing and answers online"-- Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=159322

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• Mathematics and Statistics for Financial Risk Management Ed. 2 / Michael B. MILLER / John Wiley & Sons (2013)  

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055060	332/MIL	Livre	Library Campus de Reims	Salle de lecture	Disponible

Mathematics and Statistics for Financial Risk Management Ed. 2 / Michael B. MILLER / John Wiley & Sons (2013)  

Titre : Mathematics and Statistics for Financial Risk Management Ed. 2 Type de document : e-book Auteurs : Michael B. MILLER Editeur : John Wiley & Sons Année de publication : 2013 ISBN/ISSN/EAN : 9781118750292 Note générale : copyrighted Langues : Anglais (eng) Nombre d'accès : Illimité En ligne : https://neoma-bs.idm.oclc.org/login?url=https://www.scholarvox.com/book/88819116 Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=467045

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• Mathematics and statistics for financial risk management / Michael B. MILLER / Hoboken, NJ : : JOHN WILEY & SONS, INC., (2014)