Quantitative Risk Management 2024 pdf epub mobi 电子书

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发表于2024-05-15

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

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