Financial risk forecasting : the theory and practice of forecasting market risk, with implementation in R and Matlab /
Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statist...
| Κύριος συγγραφέας: | |
|---|---|
| Μορφή: | Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Chichester :
John Wiley,
2011.
|
| Σειρά: | Wiley finance series.
|
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
| Περίληψη: | Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques. Written by renowned risk expert Jon Danielsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear dependence. It then goes on to pres. |
|---|---|
| Περιγραφή τεκμηρίου: | Formerly CIP. |
| Φυσική περιγραφή: | 1 online resource (xxi, 274 pages) : illustrations. |
| Βιβλιογραφία: | Includes bibliographical references and index. |
| ISBN: | 9781119205869 1119205867 9781119977100 111997710X 9781119977117 1119977118 9781119977124 1119977126 |
| DOI: | 10.1002/9781119205869 |
