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0 (hodnocen0 x )
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EB
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ONLINE
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Hoboken, New Jersey : Wiley, [2019]
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1 online resource (323 pages)
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 Plný text PDF
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* Návod pro vzdálený přístup
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ISBN 9781119522232 (e-book)
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ISBN 9781119522263 (e-book)
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ISBN 9781119522201
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Wiley finance series
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Print version: Miller, Michael B. (Michael Bernard), 1973- Quantitative financial risk management Hoboken, New Jersey : Wiley, [2019] 323 pages Wiley finance series. ISBN 9781119522201
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Includes bibliographical references and index
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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.
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001880109
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full
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(Au-PeEL)EBL5592833
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(MiAaPQ)EBC5592833
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(OCoLC)1076232989
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Dotazy a připomínky