Quantitative Risk Management 2024 pdf epub mobi 电子书

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发表于2024-12-22

Quantitative Risk Management 2024 pdf epub mobi 电子书

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第一，这是本好书，但是门槛比较高。如果概率统计的基础不好，这本书就是天书。第二，这本书偏理论，最好搭配一本偏应用的书。第三，修订版已经出来了，最好看新版的。第四，这本书有配套的网页上面有相应的代码和补充资料。第五，这本书就我看过的部分，极值理论的介绍是...

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出版者:Princeton University Press

作者:Alexander J. McNeil

出品人:

页数:538

译者:

出版时间:2005-09-26

价格:USD 90.00

装帧:Hardcover

isbn号码:9780691122557

丛书系列:

图书标签: 金融风险管理金融风险管理 Risk finance Finance 金融类管理学

Quantitative Risk Management 2024 pdf epub mobi 电子书图书描述

The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers - whether financial risk analysts, actuaries, regulators, or students of quantitative finance - with practical tools to solve real-world problems. The authors cover methods for market, credit, and operational risk modelling; place standard industry approaches on a more formal footing; and describe recent developments that go beyond, and address main deficiencies of, current practice. The book's methodology draws on diverse quantitative disciplines, from mathematical finance through statistics and econometrics to actuarial mathematics. Main concepts discussed include loss distributions, risk measures, and risk aggregation and allocation principles. A main theme is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. The techniques required derive from multivariate statistical analysis, financial time series modelling, copulas, and extreme value theory. A more technical chapter addresses credit derivatives. Based on courses taught to masters students and professionals, this book is a unique and fundamental reference that is set to become a standard in the field.

Quantitative Risk Management 2024 pdf epub mobi 电子书

想要找书就要到本本书屋

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Quantitative Risk Management 2024 pdf epub mobi 用户评价

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我要被逼死了！！！

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国内的风险管理很少有涉及纯粹数量分析的，这本书是非常经典的。国内好像只有人民大学本科生上这门课，其他的都是研究生在上这课。球面分布算个球，ARMA过程是神马。时间序列太坑爹，GARCH看见就想歇。因素模型行不行，极值理论是浮云。集合风险有木有，十章附录还得瞅。提前考试考你妹，为伊消得人憔悴。财金学子大悲催，五百多页千行泪。没记笔记多折翼，研究建议不给力。纯把复习当预习，风险管理伤不起！！

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https://www.qrmtutorial.org/ 这本书的youtube 视频、R code。

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Quantitative Risk Management 2024 pdf epub mobi 电子书