{"product_id":"quantitative-financial-risk-management-hardback-9781119522201","title":"Quantitative Financial Risk Management (Hardback) 9781119522201","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eQuantitative Financial Risk Management\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cfont size=\"4\"\u003eMichael B. Miller (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781119522201, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 28 December 2018\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e320 pages\u003cbr\u003e25.9 x 18 x 3 cm, 0.658 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003e\u003cp\u003e\u003cb\u003eA mathematical guide to measuring and managing financial risk.     \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eOur 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. \u003cbr\u003e\u003cbr\u003e \u003ci\u003eQuantitative Financial Risk Management\u003c\/i\u003e 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.\u003c\/p\u003e \u003cp\u003eTopics include:\u003c\/p\u003e \u003cp\u003e•    Value at risk\u003cbr\u003e•    Stress testing\u003cbr\u003e•    Credit risk\u003cbr\u003e•    Liquidity risk\u003cbr\u003e•    Factor analysis\u003cbr\u003e•    Expected shortfall\u003cbr\u003e•    Copulas\u003cbr\u003e•    Extreme value theory\u003cbr\u003e•    Risk model backtesting\u003cbr\u003e•    Bayesian analysis\u003cbr\u003e•     . . . and much more\u003c\/p\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003ePreface vii\u003c\/p\u003e \u003cp\u003eAbout the Author ix\u003c\/p\u003e \u003cp\u003e1 Overview of Financial Risk Management 1\u003c\/p\u003e \u003cp\u003e2 Market Risk: Standard Deviation 15\u003c\/p\u003e \u003cp\u003e3 Market Risk: Value at Risk 51\u003c\/p\u003e \u003cp\u003e4 Market Risk: Expected Shortfall, and Extreme ValueTheory 73\u003c\/p\u003e \u003cp\u003e5 Market Risk: Portfolios and Correlation 91\u003c\/p\u003e \u003cp\u003e6 Market Risk: Beyond Correlation 119\u003c\/p\u003e \u003cp\u003e7 Market Risk: Risk Attribution 151\u003c\/p\u003e \u003cp\u003e8 CreditRisk 167\u003c\/p\u003e \u003cp\u003e9 Liquidity Risk 189\u003c\/p\u003e \u003cp\u003e10 Bayesian Analysis 205\u003c\/p\u003e \u003cp\u003e11 Behavioral Economics and Risk 231\u003c\/p\u003e \u003cp\u003eAppendix A Maximum Likelihood Estimation 247\u003c\/p\u003e \u003cp\u003eAppendix B Copulas 253\u003c\/p\u003e \u003cp\u003eAnswers to End-of-Chapter Questions 257\u003c\/p\u003e \u003cp\u003eReferences 295\u003c\/p\u003e \u003cp\u003eIndex 297\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Finance \u0026amp; accounting [\u003ca title=\"See our other books on Finance \u0026amp; accounting\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Finance%20\u0026amp;%20accounting%20%5BKF%5D%22\"\u003eKF\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley","offers":[{"title":"Brand New","offer_id":52463034204440,"sku":"9781119522201","price":43.86,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9781119522201.jpg?v=1785546174","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/quantitative-financial-risk-management-hardback-9781119522201","provider":"Freshly Printed Books","version":"1.0","type":"link"}