Elements of Financial Risk Management
Series: Wavelet Analysis and Its Applications; 1;
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29 275 Ft
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Product details:
- Publisher Elsevier Science
- Date of Publication 4 September 2003
- ISBN 9780121742324
- Binding Hardback
- No. of pages232 pages
- Size 228x152 mm
- Weight 530 g
- Language English
- Illustrations Approx. 100 illustrations 0
Categories
Long description:
Elements of Financial Risk Management offers an introduction to modern risk management. It focuses on implementation, especially recent techniques which facilitate bridging the gap between standard textbooks on risk and real-life risk management systems.
It identifies key features of risk asset returns and captures them in tractable statistical models in the companion website. It presents step-by-step approaches as a means to solve problems.
This book is intended for three types of readers with an interest in financial risk management. First, Master's and Ph.D. students specializing in finance and economics. Second, market practitioners with a quantitative undergraduate or graduate degree. Third, a small group of advanced undergraduates majoring in either economics, engineering, finance, or another quantitative field.
The book will also suit those in financial engineering courses who have strong quantitative backgrounds and those in Ph.D. courses.
MoreTable of Contents:
Risk Management and Financial Returns; Volatility Forecasting; Correlation Modeling; Modeling the Conditional Distribution; Simulation-Based Methods; Option Pricing; Modeling Option Risk; Backtesting and Stress Testing
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