Quantitative financial risk management /

Quantitative financial risk management / / Michael B. Miller.

Saved in:
Bibliographic Details
Superior document:Wiley finance series
VerfasserIn:
Miller, Michael B. 1973-
Place / Publishing House:Hoboken, New Jersey : : Wiley,, [2019]
Year of Publication:2019
Language:English
Series:Wiley finance series.
Online Access:
Physical Description:1 online resource (323 pages).
Tags: Add Tag
No Tags, Be the first to tag this record!
id 5005592833
ctrlnum (MiAaPQ)5005592833
(Au-PeEL)EBL5592833
(OCoLC)1076232989
collection bib_alma
record_format marc
spelling Miller, Michael B. (Michael Bernard), 1973- author.
Quantitative financial risk management / Michael B. Miller.
Hoboken, New Jersey : Wiley, [2019]
1 online resource (323 pages).
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
Wiley finance series
Includes bibliographical references and index.
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.
Description based on print version record.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2018. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Financial risk management.
Electronic books.
Print version: Miller, Michael B. (Michael Bernard), 1973- Quantitative financial risk management Hoboken, New Jersey : Wiley, [2019] 323 pages Wiley finance series. 9781119522201 (DLC) 2018044462
ProQuest (Firm)
Wiley finance series.
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=5592833 Click to View
language English
format eBook
author Miller, Michael B. 1973-
spellingShingle Miller, Michael B. 1973-
Quantitative financial risk management /
Wiley finance series
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.
author_facet Miller, Michael B. 1973-
author_variant m b m mb mbm
author_fuller (Michael Bernard),
author_role VerfasserIn
author_sort Miller, Michael B. 1973-
title Quantitative financial risk management /
title_full Quantitative financial risk management / Michael B. Miller.
title_fullStr Quantitative financial risk management / Michael B. Miller.
title_full_unstemmed Quantitative financial risk management / Michael B. Miller.
title_auth Quantitative financial risk management /
title_new Quantitative financial risk management /
title_sort quantitative financial risk management /
series Wiley finance series
series2 Wiley finance series
publisher Wiley,
publishDate 2019
physical 1 online resource (323 pages).
contents 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.
isbn 9781119522232 (e-book)
9781119522263 (e-book)
9781119522201
callnumber-first H - Social Science
callnumber-subject HD - Industries, Land Use, Labor
callnumber-label HD61
callnumber-sort HD 261 M555 42019
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=5592833
illustrated Not Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332
dewey-sort 3332
dewey-raw 332
dewey-search 332
oclc_num 1076232989
work_keys_str_mv AT millermichaelb quantitativefinancialriskmanagement
status_str n
ids_txt_mv (MiAaPQ)5005592833
(Au-PeEL)EBL5592833
(OCoLC)1076232989
carrierType_str_mv cr
hierarchy_parent_title Wiley finance series
is_hierarchy_title Quantitative financial risk management /
container_title Wiley finance series
_version_ 1792330995918176256
fullrecord <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02100nam a2200421 i 4500</leader><controlfield tag="001">5005592833</controlfield><controlfield tag="003">MiAaPQ</controlfield><controlfield tag="005">20200520144314.0</controlfield><controlfield tag="006">m o d | </controlfield><controlfield tag="007">cr cnu||||||||</controlfield><controlfield tag="008">181222s2019 nju ob 001 0 eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9781119522201</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781119522232 (e-book)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781119522263 (e-book)</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(MiAaPQ)5005592833</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(Au-PeEL)EBL5592833</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1076232989</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">MiAaPQ</subfield><subfield code="b">eng</subfield><subfield code="e">rda</subfield><subfield code="e">pn</subfield><subfield code="c">MiAaPQ</subfield><subfield code="d">MiAaPQ</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HD61</subfield><subfield code="b">.M555 2019</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332</subfield><subfield code="2">23</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Miller, Michael B.</subfield><subfield code="q">(Michael Bernard),</subfield><subfield code="d">1973-</subfield><subfield code="e">author.</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Quantitative financial risk management /</subfield><subfield code="c">Michael B. Miller.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken, New Jersey :</subfield><subfield code="b">Wiley,</subfield><subfield code="c">[2019]</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (323 pages).</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Wiley finance series</subfield></datafield><datafield tag="504" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index.</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="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.</subfield></datafield><datafield tag="588" ind1=" " ind2=" "><subfield code="a">Description based on print version record.</subfield></datafield><datafield tag="590" ind1=" " ind2=" "><subfield code="a">Electronic reproduction. Ann Arbor, MI : ProQuest, 2018. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Financial risk management.</subfield></datafield><datafield tag="655" ind1=" " ind2="4"><subfield code="a">Electronic books.</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Print version:</subfield><subfield code="a">Miller, Michael B. (Michael Bernard), 1973-</subfield><subfield code="t">Quantitative financial risk management</subfield><subfield code="d">Hoboken, New Jersey : Wiley, [2019]</subfield><subfield code="h">323 pages </subfield><subfield code="k">Wiley finance series.</subfield><subfield code="z">9781119522201 </subfield><subfield code="w">(DLC) 2018044462</subfield></datafield><datafield tag="797" ind1="2" ind2=" "><subfield code="a">ProQuest (Firm)</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Wiley finance series.</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=5592833</subfield><subfield code="z">Click to View</subfield></datafield></record></collection>

Similar Items