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Mathematics and Statistics for Financial Risk Management: Assessing the Math in Risk Management
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Bibliographic Detail
Publisher
John Wiley & Sons Inc
Publication date
March 6, 2012
Pages
291
Binding
Hardcover
Book category
Adult Non-Fiction
ISBN-13
9781118170625
ISBN-10
1118170628
Dimensions
1 by 6.25 by 9.25 in.
Weight
1.06 lbs.
Availability§
Out of Print
Original list price
$85.00
Subjects
§As reported by publisher
Amazon.com says people who bought this book also bought:
A Practical Guide to Risk Management | Options, Futures, and Other Derivatives | Introduction to Econometrics | Value at Risk | Quantitative Risk Management | Risk Management and Financial Institutions | The Essentials of Risk Management | Fixed Income Securities | Financial Risk Manager Handbook Plus Test Bank
A Practical Guide to Risk Management | Options, Futures, and Other Derivatives | Introduction to Econometrics | Value at Risk | Quantitative Risk Management | Risk Management and Financial Institutions | The Essentials of Risk Management | Fixed Income Securities | Financial Risk Manager Handbook Plus Test Bank
Summaries and Reviews
Amazon.com description: Product Description: A practical guide to modern financial risk management for both practitioners and academics
The recent financial crisis and its impact on the broader economy underscore the importance of financial risk management in today's world. At the same time, financial products and investment strategies are becoming increasingly complex. Today, it is more important than ever that risk managers possess a sound understanding of mathematics and statistics.
In a concise and easy-to-read style, each chapter of this book introduces a different topic in mathematics or statistics. As different techniques are introduced, sample problems and application sections demonstrate how these techniques can be applied to actual risk management problems. Exercises at the end of each chapter and the accompanying solutions at the end of the book allow readers to practice the techniques they are learning and monitor their progress. A companion website includes interactive Excel spreadsheet examples and templates.
The recent financial crisis and its impact on the broader economy underscore the importance of financial risk management in today's world. At the same time, financial products and investment strategies are becoming increasingly complex. Today, it is more important than ever that risk managers possess a sound understanding of mathematics and statistics.
In a concise and easy-to-read style, each chapter of this book introduces a different topic in mathematics or statistics. As different techniques are introduced, sample problems and application sections demonstrate how these techniques can be applied to actual risk management problems. Exercises at the end of each chapter and the accompanying solutions at the end of the book allow readers to practice the techniques they are learning and monitor their progress. A companion website includes interactive Excel spreadsheet examples and templates.
- Covers basic statistical concepts from volatility and Bayes' Law to regression analysis and hypothesis testing
- Introduces risk models, including Value-at-Risk, factor analysis, Monte Carlo simulations, and stress testing
- Explains time series analysis, including interest rate, GARCH, and jump-diffusion models
- Explores bond pricing, portfolio credit risk, optimal hedging, and many other financial risk topics
Editions
Hardcover
2 har/psc edition from John Wiley & Sons Inc (December 31, 2013)
9781118750292 | details & prices | 317 pages | 7.25 × 10.25 × 1.00 in. | 1.52 lbs | List price $105.00
The price comparison is for this edition
from John Wiley & Sons Inc (March 6, 2012); titled "Mathematics and Statistics for Financial Risk Management: Assessing the Math in Risk Management"
9781118170625 | details & prices | 291 pages | 6.25 × 9.25 × 1.00 in. | 1.06 lbs | List price $85.00
About: A practical guide to modern financial risk management for both practitioners and academics The recent financial crisis and its impact on the broader economy underscore the importance of financial risk management in today's world.
About: A practical guide to modern financial risk management for both practitioners and academics The recent financial crisis and its impact on the broader economy underscore the importance of financial risk management in today's world.
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