Quantitative financial risk management / / Michael B. Miller.
Saved in:
| Superior document: | Wiley finance series |
|---|---|
| VerfasserIn: | |
| 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!
|
Table of 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.