Financial risk forecasting : the theory and practice of forecasting market risk, with implementation in R and Matlab /

• Main Author: Daníelsson, Jón
• Format: eBook
• Language: English
• Published: Chichester : John Wiley, 2011.
• Series: Wiley finance series.
• Subjects: Financial risk management > Forecasting.; Financial risk management > Simulation methods.; BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.; Electronic books.

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...