Quantitative financial risk management [electronic resource] / Michael B. Miller.
"Our modern economy depends on financial markets. When financial markets work, they allow people to buy homes and save for retirement; they allow companies to provide the goods and services that we enjoy and depend on. When financial markets don't work, companies fail, people lose their homes, lose...
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| Language: | English |
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Hoboken, New Jersey :
Wiley,
[2019]
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| Series: | Wiley finance series
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| Format: | Electronic eBook |
Contents:
- 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.