Market Risk Modelling: Applied Statistical Methods for Practitioners - Rilegato

Rilegato

ISBN 10: 1904339077 ISBN 13: 9781904339076

Casa editrice: Risk Books, 2003

Riassunto

Provides the practitioner, consultant and academic with quantitative expertise in an authoritative and up-to-date treatment of the most crucial innovations in the application of statistical methods to market risk modelling. Written from a practitioner's perspective, this title is sympathetic to the needs of the busy practitioner and is designed to provide rapid and succinct access to useful statistical methods in one handy volume. The use of practical examples and accessible panels will allow the market risk manager to quickly and easily implement, evaluate and extend a wide variety of statistical modelling tools and techniques for more accurate market risk assessment. This release illustrates the value to be gained from the statistical analysis of market risk data providing a valuable competitive edge in these times of increased regulation. Key topics such as extreme value theory, volatility modelling, principle components, confidence intervals and fitting probability distributions to real data are covered in sufficient detail so that these methods can be integrated into your own risk management systems.

Dettagli dell'edizione

• Editore: Risk Books
• Data di pubblicazione: 2003
• Lingua: Inglese
• ISBN 10: 1904339077
• ISBN 13: 9781904339076
• Rilegatura: Copertina rigida
• Numero di pagine: 300
• Redattore: Lewis Nigel Da Costa
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile