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Cover for 9781137436955 Cover for 9780833087645 Cover for 9789812387127 Cover for 9789814571234 Cover for 9781118170625 Cover for 9781118750292 Cover for 9781118312636 Cover for 9783642335891 Cover for 9780295950754 Cover for 9783642430169 Cover for 9780833076854 Cover for 9780470695142 Cover for 9781119979524 Cover for 9780470977613 Cover for 9781439855522 Cover for 9780470666791 Cover for 9780691088068 Cover for 9780691088075 Cover for 9780691141213 Cover for 9780691116419 Cover for 9780134587790 Cover for 9783540786566 Cover for 9780471392903 Cover for 9780471460121 Cover for 9780134587790
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Product Description: The practice of quantitative risk management has reached unprecedented levels of refinement. The pricing, the assessment of risk as well as the computation of the capital requirements for highly complex transactions are performed through equally complex mathematical models, running on advanced computer systems, developed and operated by dedicated, highly qualified specialists...read more

Hardcover:

9781137436955 | Palgrave Macmillan, April 6, 2016, cover price $109.00 | About this edition: The practice of quantitative risk management has reached unprecedented levels of refinement.

cover image for 9780833087645
Product Description: Through analysis of alternative courses of action and their effects on probability distributions estimated for performance, schedule, and cost, acquisition decisionmakers can understand the implications of certain risk-mitigating actions...read more

Paperback:

9780833087645 | Rand Corp, June 5, 2015, cover price $32.50 | About this edition: Through analysis of alternative courses of action and their effects on probability distributions estimated for performance, schedule, and cost, acquisition decisionmakers can understand the implications of certain risk-mitigating actions.

cover image for 9789814571234
Product Description: Written by a physicist with extensive experience as a risk/finance quant, this book treats a wide variety of topics. Presenting the theory and practice of quantitative finance and risk, it delves into the "how to" and "what it's like" aspects not covered in textbooks or papers...read more

Hardcover:

9789814571234 | 2 edition (World Scientific Pub Co Inc, July 13, 2016), cover price $138.00 | About this edition: Written by a physicist with extensive experience as a risk/finance quant, this book treats a wide variety of topics.
9789812387127 | World Scientific Pub Co Inc, October 31, 2004, cover price $166.00 | About this edition: Written by a physicist with over 15 years of experience as a quant on Wall Street, this book treats a wide variety of topics.

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Product Description: Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics. Now in its second edition with more topics, more sample problems and more real world examples, this popular guide to financial risk management introduces readers to practical quantitative techniques for analyzing and managing financial risk...read more

Hardcover:

9781118750292 | 2 har/psc edition (John Wiley & Sons Inc, December 31, 2013), cover price $105.00 | About this edition: Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics.
9781118170625, titled "Mathematics and Statistics for Financial Risk Management: Assessing the Math in Risk Management" | John Wiley & Sons Inc, March 6, 2012, cover price $85.00 | About this edition: 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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Product Description: The mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools for Finance, part of the Frank J...read more

Hardcover:

9781118312636 | John Wiley & Sons Inc, September 23, 2013, cover price $135.00 | About this edition: The mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics.

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Product Description: The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical risk analysis, in particular of those parts of risk theory that are of special relevance to finance and insurance...read more

Hardcover:

9783642335891 | Springer Verlag, March 20, 2013, cover price $129.00 | About this edition: The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties.
9780518191001, titled "Friendship and Happiness" | Ayer Co Pub, June 1, 1976, cover price $21.95 | also contains Friendship and Happiness | About this edition: an excerpt from the first chapter: Something has happened to Christmas, or to our hearts; or to both.

Paperback:

9783642430169 | Springer Verlag, December 17, 2012, cover price $129.00 | About this edition: The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties.
9780295950754, titled "Tlingit Indians: Results of a Trip to the Northwest Coast of America and the Bering Straits" | Univ of Washington Pr, April 1, 1989, cover price $10.95 | also contains Tlingit Indians: Results of a Trip to the Northwest Coast of America and the Bering Straits | About this edition: The Tlingit Indians: Results of the Trip to the Northwest Coast of America and the Bering Straits developed and remarkable individualistic American Indian cultures, that of the Tlingit Indians of Southeastern Alaska.

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Paperback:

9780833076854, titled "Modeling Terrorism Risk to the Air Transportation System: An Independent Assessment of TSA’s Risk Management Analysis Tool and Associated Methods" | Rand Corp, December 16, 2012, cover price $24.95

cover image for 9780470695142
Product Description: Modelling has permeated virtually all areas of industrial, environmental, economic, bio-medical or civil engineering: yet the use of models for decision-making raises a number of issues to which this book is dedicated: How uncertain is my model ? Is it truly valuable to support decision-making ? What kind of decision can be truly supported and how can I handle residual uncertainty ? How much refined should the mathematical description be, given the true data limitations ? Could the uncertainty be reduced through more data, increased modeling investment or computational budget ? Should it be reduced now or later ? How robust is the analysis or the computational methods involved ? Should / could those methods be more robust ? Does it make sense to handle uncertainty, risk, lack of knowledge, variability or errors altogether ? How reasonable is the choice of probabilistic modeling for rare events ? How rare are the events to be considered ? How far does it make sense to handle extreme events and elaborate confidence figures ? Can I take advantage of expert / phenomenological knowledge to tighten the probabilistic figures ? Are there connex domains that could provide models or inspiration for my problem ? Written by a leader at the crossroads of industry, academia and engineering, and based on decades of multi-disciplinary field experience, Modelling Under Risk and Uncertainty gives a self-consistent introduction to the methods involved by any type of modeling development acknowledging the inevitable uncertainty and associated risks...read more

Hardcover:

9780470695142 | John Wiley & Sons Inc, May 22, 2012, cover price $127.00 | About this edition: Modelling has permeated virtually all areas of industrial, environmental, economic, bio-medical or civil engineering: yet the use of models for decision-making raises a number of issues to which this book is dedicated: How uncertain is my model ?

Everything you need to know in order to manage risk effectively within your organization You cannot afford to ignore the explosion in mathematical finance in your quest to remain competitive. This exciting branch of mathematics has very direct practical implications: when a new model is tested and implemented it can have an immediate impact on the financial environment. With risk management top of the agenda for many organizations, this book is essential reading for getting to grips with the mathematical story behind the subject of financial risk management. It will take you on a journey—from the early ideas of risk quantification up to today's sophisticated models and approaches to business risk management. To help you investigate the most up-to-date, pioneering developments in modern risk management, the book presents statistical theories and shows you how to put statistical tools into action to investigate areas such as the design of mathematical models for financial volatility or calculating the value at risk for an investment portfolio. Respected academic author Simon Hubbert is the youngest director of a financial engineering program in the U.K. He brings his industry experience to his practical approach to risk analysis Captures the essential mathematical tools needed to explore many common risk management problems Website with model simulations and source code enables you to put models of risk management into practice Plunges into the world of high-risk finance and examines the crucial relationship between the risk and the potential reward of holding a portfolio of risky financial assets This book is your one-stop-shop for effective risk management.

Hardcover:

9781119979524 | John Wiley & Sons Inc, January 11, 2012, cover price $75.00 | About this edition: Everything you need to know in order to manage risk effectively within your organization You cannot afford to ignore the explosion in mathematical finance in your quest to remain competitive.

Miscellaneous:

9781119953029 | John Wiley & Sons Inc, March 14, 2012, cover price $65.00
9781119953012 | John Wiley & Sons Inc, March 14, 2012, cover price $65.00

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Product Description: A guide to the validation and risk management of quantitative models used for pricing and hedging Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature--the risks of the models themselves...read more

Hardcover:

9780470977613 | John Wiley & Sons Inc, December 20, 2011, cover price $114.00 | About this edition: A guide to the validation and risk management of quantitative models used for pricing and hedging Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature--the risks of the models themselves.

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Product Description: Risk analytics is developing rapidly, and analysts in the field need material that is theoretically sound as well as practical and straightforward. A one-stop resource for quantitative risk analysis, Practical Spreadsheet Risk Modeling for Management dispenses with the use of complex mathematics, concentrating on how powerful techniques and methods can be used correctly within a spreadsheet-based environment...read more

Hardcover:

9781439855522, titled "Practical Spreadsheet Risk Modeling for Management: About this edition: Risk analytics is developing rapidly, and analysts in the field need material that is theoretically sound as well as practical and straightforward.

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Product Description: The Handbook of News Analytics in Finance is a landmark publication bringing together the latest models and applications of News Analytics for asset pricing, portfolio construction, trading and risk control.  The content of the Hand Book is organised to provide a rapid yet comprehensive understanding of this topic...read more
By Gautam Mitra (editor)

Hardcover:

9780470666791 | John Wiley & Sons Inc, June 15, 2011, cover price $146.00 | About this edition: The Handbook of News Analytics in Finance is a landmark publication bringing together the latest models and applications of News Analytics for asset pricing, portfolio construction, trading and risk control.

Modern finance overlaps with many fields of mathematics, and for students this can represent considerable strain. Mathematical Techniques in Finance is an ideal textbook for Masters finance courses with a significant quantitative element while also being suitable for finance Ph.D. students. Developed for the highly acclaimed Master of Science in Finance program at Imperial College London, it offers a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and mathematics. In the best engineering tradition, Aleš ?erný mixes tools from calculus, linear algebra, probability theory, numerical mathematics, and programming to analyze in an accessible way some of the most intriguing problems in financial economics. Eighty figures, over 70 worked examples, 25 simple ready-to-run computer programs, and several spreadsheets further enhance the learning experience. Each chapter is followed by a number of classroom-tested exercises with solutions available on the book's web site. Applied mathematics is a craft that requires practice--this textbook provides plenty of opportunities to practice it and teaches cutting-edge finance into the bargain. Asset pricing is a common theme throughout the book; and readers can follow the development from discrete one-period models to continuous time stochastic processes. This textbook sets itself apart by the comprehensive treatment of pricing and risk measurement in incomplete markets, an area of current research that represents the future in risk management and investment performance evaluation.

Hardcover:

9780691088068 | Princeton Univ Pr, November 1, 2003, cover price $95.00 | About this edition: Modern finance overlaps with many fields of mathematics, and for students this can represent considerable strain.

Paperback:

9780691141213 | 2 edition (Princeton Univ Pr, July 6, 2009), cover price $82.50 | About this edition: Originally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students.
9780691088075 | Princeton Univ Pr, November 3, 2003, cover price $55.00

Miscellaneous:

9781400831487 | 2 edition (Princeton Univ Pr, July 26, 2009), cover price $49.50

Financial markets respond to information virtually instantaneously. Each new piece of information influences the prices of assets and their correlations with each other, and as the system rapidly changes, so too do correlation forecasts. This fast-evolving environment presents econometricians with the challenge of forecasting dynamic correlations, which are essential inputs to risk measurement, portfolio allocation, derivative pricing, and many other critical financial activities. In Anticipating Correlations, Nobel Prize-winning economist Robert Engle introduces an important new method for estimating correlations for large systems of assets: Dynamic Conditional Correlation (DCC). Engle demonstrates the role of correlations in financial decision making, and addresses the economic underpinnings and theoretical properties of correlations and their relation to other measures of dependence. He compares DCC with other correlation estimators such as historical correlation, exponential smoothing, and multivariate GARCH, and he presents a range of important applications of DCC. Engle presents the asymmetric model and illustrates it using a multicountry equity and bond return model. He introduces the new FACTOR DCC model that blends factor models with the DCC to produce a model with the best features of both, and illustrates it using an array of U.S. large-cap equities. Engle shows how overinvestment in collateralized debt obligations, or CDOs, lies at the heart of the subprime mortgage crisis--and how the correlation models in this book could have foreseen the risks. A technical chapter of econometric results also is included. Based on the Econometric and Tinbergen Institutes Lectures, Anticipating Correlations puts powerful new forecasting tools into the hands of researchers, financial analysts, risk managers, derivative quants, and graduate students.

Hardcover:

9780691116419 | Princeton Univ Pr, January 19, 2009, cover price $64.00 | About this edition: Financial markets respond to information virtually instantaneously.

Miscellaneous:

9781400830190 | Princeton Univ Pr, April 1, 2009, cover price $39.50

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Product Description: This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. These models are widespread and essential tools in n ancial econometrics and have, until recently, mainly been estimated using the classical Maximum Likelihood technique...read more

Paperback:

9783540786566 | Springer Verlag, August 3, 2008, cover price $139.00 | About this edition: This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models.
9780134587790, titled "A Gift of Fire: Social, Legal, and Ethical Issues in Computing" | Prentice Hall, December 1, 1996, cover price $53.00 | also contains A Gift of Fire: Social, Legal, and Ethical Issues in Computing | About this edition: Designed for courses covering social, legal and/or ethical issues.

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A comprehensive guide to investment guarantees in equity-linked life insurance Due to the convergence of financial and insurance markets, new forms of investment guarantees are emerging which require financial service professionals to become savvier in modeling and risk management. With chapters that discuss stock return models, dynamic hedging, risk measures, Markov Chain Monte Carlo estimation, and much more, this one-stop reference contains the valuable insights and proven techniques that will allow readers to better understand the theory and practice of investment guarantees and equity-linked insurance policies. Mary Hardy, PhD (Waterloo, Ontario, Canada), is an Associate Professor and Associate Chair of Actuarial Science at the University of Waterloo and is a Fellow of the Institute of Actuaries and an Associate of the Society of Actuaries, where she is a frequent speaker. Her research covers topics in life insurance solvency and risk management, with particular emphasis on equity-linked insurance. Hardy is an Associate Editor of the North American Actuarial Journal and the ASTIN Bulletin and is a Deputy Editor of the British Actuarial Journal. (view table of contents)

Hardcover:

9780471392903 | John Wiley & Sons Inc, February 1, 2003, cover price $155.00 | About this edition: A comprehensive guide to investment guarantees in equity-linked life insurance Due to the convergence of financial and insurance markets, new forms of investment guarantees are emerging which require financial service professionals to become savvier in modeling and risk management.

Miscellaneous:

9780471460121 | John Wiley & Sons Inc, April 21, 2003, cover price $130.00

cover image for 9780134587790
Product Description: Designed for courses covering social, legal and/or ethical issues. This text explores social, legal, philosophical, ethical, political, constitutional and economic implications of computing from a computer scientist's point of view...read more (view table of contents, read Amazon.com's description)

Paperback:

9780134587790 | Prentice Hall, December 1, 1996, cover price $53.00 | also contains Financial Risk Management With Bayesian Estimation of Garch Models: Theory and Applications | About this edition: Designed for courses covering social, legal and/or ethical issues.

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