Quantitative financial risk management
Title:
Quantitative financial risk management
Author:
Miller, Michael B. (Michael Bernard), 1973- author.
ISBN:
9781119522232
9781119522263
Personal Author:
Physical Description:
1 online resource (323 pages).
Series:
Wiley finance series
Wiley finance series.
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.
Local Note:
Electronic reproduction. Ann Arbor, MI : ProQuest, 2018. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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Genre:
Electronic Access:
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