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Quantitative Financial Risk Management

؋ 349

Publisher: Wiley; 1 edition (November 13, 2018)

Categories: , , Product ID: 6426


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


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