Market risk modelling: applied statistical methods for practitioners
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
London
Risk Books
[2012]
|
| Edition: | Second edition |
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | Includes bibliographical references (pages 227-234) and index Risk modelling and its myths. -- Mastering the R statistical package. -- Key concepts on probability. -- Tools for describing risk factors and portfolios. -- The essentials of hypothesis testing for risk managers. -- Alternative methods to measure correlation. -- A primer on maximum likelihood estimation. -- Regression in a nutshell. -- Fitting probability distributions to data. -- Practical principal components analysis. -- Three essential models for volatility. -- Random numbers and applied simulation. -- Tail risk modelling. -- Conclusions |
| Physical Description: | 1 Online-Ressource (xiii, 242 pages) |
| ISBN: | 9781782720065 1782720065 9781906348779 1906348774 |
Staff View
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Record in the Search Index
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| dewey-full | 658.155015195 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
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| discipline | Wirtschaftswissenschaften |
| edition | Second edition |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:13:50Z |
| institution | BVB |
| isbn | 9781782720065 1782720065 9781906348779 1906348774 |
| language | English |
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| physical | 1 Online-Ressource (xiii, 242 pages) |
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| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Risk Books |
| record_format | marc |
| spelling | Lewis, Nigel Da Costa Verfasser aut Market risk modelling applied statistical methods for practitioners Nigel Da Costa Lewis Second edition London Risk Books [2012] 1 Online-Ressource (xiii, 242 pages) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references (pages 227-234) and index Risk modelling and its myths. -- Mastering the R statistical package. -- Key concepts on probability. -- Tools for describing risk factors and portfolios. -- The essentials of hypothesis testing for risk managers. -- Alternative methods to measure correlation. -- A primer on maximum likelihood estimation. -- Regression in a nutshell. -- Fitting probability distributions to data. -- Practical principal components analysis. -- Three essential models for volatility. -- Random numbers and applied simulation. -- Tail risk modelling. -- Conclusions BUSINESS & ECONOMICS / Industrial Management bisacsh BUSINESS & ECONOMICS / Management bisacsh BUSINESS & ECONOMICS / Management Science bisacsh BUSINESS & ECONOMICS / Organizational Behavior bisacsh Wirtschaft Risk management Statistical methods Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 s Risikomanagement (DE-588)4121590-4 s Statistik (DE-588)4056995-0 s 1\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=668351 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Lewis, Nigel Da Costa Market risk modelling applied statistical methods for practitioners BUSINESS & ECONOMICS / Industrial Management bisacsh BUSINESS & ECONOMICS / Management bisacsh BUSINESS & ECONOMICS / Management Science bisacsh BUSINESS & ECONOMICS / Organizational Behavior bisacsh Wirtschaft Risk management Statistical methods Kreditmarkt (DE-588)4073788-3 gnd Risikomanagement (DE-588)4121590-4 gnd Statistik (DE-588)4056995-0 gnd |
| subject_GND | (DE-588)4073788-3 (DE-588)4121590-4 (DE-588)4056995-0 |
| title | Market risk modelling applied statistical methods for practitioners |
| title_auth | Market risk modelling applied statistical methods for practitioners |
| title_exact_search | Market risk modelling applied statistical methods for practitioners |
| title_full | Market risk modelling applied statistical methods for practitioners Nigel Da Costa Lewis |
| title_fullStr | Market risk modelling applied statistical methods for practitioners Nigel Da Costa Lewis |
| title_full_unstemmed | Market risk modelling applied statistical methods for practitioners Nigel Da Costa Lewis |
| title_short | Market risk modelling |
| title_sort | market risk modelling applied statistical methods for practitioners |
| title_sub | applied statistical methods for practitioners |
| topic | BUSINESS & ECONOMICS / Industrial Management bisacsh BUSINESS & ECONOMICS / Management bisacsh BUSINESS & ECONOMICS / Management Science bisacsh BUSINESS & ECONOMICS / Organizational Behavior bisacsh Wirtschaft Risk management Statistical methods Kreditmarkt (DE-588)4073788-3 gnd Risikomanagement (DE-588)4121590-4 gnd Statistik (DE-588)4056995-0 gnd |
| topic_facet | BUSINESS & ECONOMICS / Industrial Management BUSINESS & ECONOMICS / Management BUSINESS & ECONOMICS / Management Science BUSINESS & ECONOMICS / Organizational Behavior Wirtschaft Risk management Statistical methods Kreditmarkt Risikomanagement Statistik |
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