Quantitative financial risk management / / Michael B. Miller.
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| Superior document: | Wiley finance series |
|---|---|
| VerfasserIn: | |
| Place / Publishing House: | Hoboken, New Jersey : : Wiley,, [2019] |
| Year of Publication: | 2019 |
| Language: | English |
| Series: | Wiley finance series.
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| Online Access: | |
| Physical Description: | 1 online resource (323 pages). |
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| 020 | |z 9781119522201 | ||
| 020 | |a 9781119522232 (e-book) | ||
| 020 | |a 9781119522263 (e-book) | ||
| 035 | |a (MiAaPQ)5005592833 | ||
| 035 | |a (Au-PeEL)EBL5592833 | ||
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| 050 | 4 | |a HD61 |b .M555 2019 | |
| 082 | 0 | |a 332 |2 23 | |
| 100 | 1 | |a Miller, Michael B. |q (Michael Bernard), |d 1973- |e author. | |
| 245 | 1 | 0 | |a Quantitative financial risk management / |c Michael B. Miller. |
| 264 | 1 | |a Hoboken, New Jersey : |b Wiley, |c [2019] | |
| 300 | |a 1 online resource (323 pages). | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Wiley finance series | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Overview of financial risk management -- Market risk: standard deviation -- Market risk: value at risk -- Market risk: expected shortfall, extreme value theory, and stress testing -- Market risk: portfolios and correlation -- Market risk: beyond portfolio correlation -- Market risk: risk attribution -- Credit risk -- Liquidity risk -- Bayesian analysis -- Behavioral economics and risk. | |
| 588 | |a Description based on print version record. | ||
| 590 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2018. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Financial risk management. | |
| 655 | 4 | |a Electronic books. | |
| 776 | 0 | 8 | |i Print version: |a Miller, Michael B. (Michael Bernard), 1973- |t Quantitative financial risk management |d Hoboken, New Jersey : Wiley, [2019] |h 323 pages |k Wiley finance series. |z 9781119522201 |w (DLC) 2018044462 |
| 797 | 2 | |a ProQuest (Firm) | |
| 830 | 0 | |a Wiley finance series. | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=5592833 |z Click to View |