Quantitative financial risk management:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, New Jersey
Wiley
[2019]
|
| Series: | Wiley finance series
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | ix, 305 Seiten Illustrationen, Diagramme |
| ISBN: | 9781119522201 |
Staff View
MARC
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| 100 | 1 | |a Miller, Michael B. |d 1973- |e Verfasser |0 (DE-588)1116715716 |4 aut | |
| 245 | 1 | 0 | |a Quantitative financial risk management |c Michael B. Miller |
| 264 | 1 | |a Hoboken, New Jersey |b Wiley |c [2019] | |
| 300 | |a ix, 305 Seiten |b Illustrationen, Diagramme | ||
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Record in the Search Index
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|---|---|
| adam_text | CONTENTS
Preface vii
About the Author ix
1 Overview of Financial Risk Management 1
2 Market Risk: Standard Deviation 15
3 Market Risk: Value at Risk 51
4 Market Risk: Expected Shortfall, and Extreme Value Theory 73
5 Market Risk: Portfolios and Correlation 91
6 Market Risk: Beyond Correlation 119
7 Market Risk: Risk Attribution 151
8 Credit Risk 167
9 Liquidity Risk 189
10 Bayesian Analysis 205
11 Behavioral Economics and Risk 231
Appendix A Maximum Likelihood Estimation 247
Appendix B Copulas 253
Answers to End-of-Chapter Questions 257
References 295
Index 297
|
| any_adam_object | 1 |
| author | Miller, Michael B. 1973- |
| author_GND | (DE-588)1116715716 |
| author_facet | Miller, Michael B. 1973- |
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| author_sort | Miller, Michael B. 1973- |
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| building | Verbundindex |
| bvnumber | BV045419203 |
| callnumber-first | H - Social Science |
| callnumber-label | HD61 |
| callnumber-raw | HD61 |
| callnumber-search | HD61 |
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| callnumber-subject | HD - Industries, Land Use, Labor |
| classification_rvk | QP 710 QP 360 |
| ctrlnum | (OCoLC)1085408851 (DE-599)BVBBV045419203 |
| dewey-full | 332 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332 |
| dewey-search | 332 |
| dewey-sort | 3332 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV045419203 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T08:17:37Z |
| institution | BVB |
| isbn | 9781119522201 |
| language | English |
| lccn | 018033207 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030805109 |
| oclc_num | 1085408851 |
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| owner | DE-355 DE-BY-UBR DE-384 |
| owner_facet | DE-355 DE-BY-UBR DE-384 |
| physical | ix, 305 Seiten Illustrationen, Diagramme |
| publishDate | 2019 |
| publishDateSearch | 2019 |
| publishDateSort | 2019 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Miller, Michael B. 1973- Verfasser (DE-588)1116715716 aut Quantitative financial risk management Michael B. Miller Hoboken, New Jersey Wiley [2019] ix, 305 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Wiley finance series Includes bibliographical references and index Financial risk management Risikomanagement (DE-588)4121590-4 gnd rswk-swf Investition (DE-588)4027556-5 gnd rswk-swf Finanzierung (DE-588)4017182-6 gnd rswk-swf Finanzierung (DE-588)4017182-6 s Investition (DE-588)4027556-5 s Risikomanagement (DE-588)4121590-4 s b DE-604 Erscheint auch als Online-Ausgabe, PDF 978-1-119-52223-2 Erscheint auch als Online-Ausgabe, EPUB 978-1-119-52226-3 LoC Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030805109&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030805109&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Miller, Michael B. 1973- Quantitative financial risk management Financial risk management Risikomanagement (DE-588)4121590-4 gnd Investition (DE-588)4027556-5 gnd Finanzierung (DE-588)4017182-6 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4027556-5 (DE-588)4017182-6 |
| title | Quantitative financial risk management |
| title_auth | Quantitative financial risk management |
| title_exact_search | Quantitative financial risk management |
| title_full | Quantitative financial risk management Michael B. Miller |
| title_fullStr | Quantitative financial risk management Michael B. Miller |
| title_full_unstemmed | Quantitative financial risk management Michael B. Miller |
| title_short | Quantitative financial risk management |
| title_sort | quantitative financial risk management |
| topic | Financial risk management Risikomanagement (DE-588)4121590-4 gnd Investition (DE-588)4027556-5 gnd Finanzierung (DE-588)4017182-6 gnd |
| topic_facet | Financial risk management Risikomanagement Investition Finanzierung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030805109&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030805109&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT millermichaelb quantitativefinancialriskmanagement |
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