00885nam0-22003011i-450-99000392231040332188-458-0661-8000392231FED01000392231(Aleph)000392231FED0100039223120020904d2002----km-y0itay50------baitaStatistiche dei prezzianni 1996-2000Istituto Nazionale di Statisticaa cura di Mauro CarrettaRomaIstat200282 p.25 cm1 floppy diskAnnuarioIstat4Italiastatistiche del commercio interno1996-2000381Istat445627Carretta,MauroITUNINARICAUNIMARCBK990003922310403321CDI-A4-02-169030MASMASStatistiche dei prezzi465944UNINA02525nam 2200421 450 991079310200332120230817191006.01-119-52226-91-119-52223-4(CKB)4100000007134710(MiAaPQ)EBC5592833(EXLCZ)99410000000713471020181222d2019 uy 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierQuantitative financial risk management /Michael B. MillerHoboken, New Jersey :Wiley,[2019]1 online resource (323 pages)Wiley finance series1-119-52220-X Includes bibliographical references and index.Overview of financial risk management -- Market risk: standard deviation -- Market risk: value at risk -- Market risk: expected shortfall, extreme value theory, and stress testing -- Market risk: portfolios and correlation -- Market risk: beyond portfolio correlation -- Market risk: risk attribution -- Credit risk -- Liquidity risk -- Bayesian analysis -- Behavioral economics and risk."Our modern economy depends on financial markets. When financial markets work, they allow people to buy homes and save for retirement; they allow companies to provide the goods and services that we enjoy and depend on. When financial markets don't work, companies fail, people lose their homes, lose their savings, and lose their jobs. Yet financial markets continue to grow in size and complexity and the management of financial risk has never been more important. Quantitative Financial Risk Management is designed to teach students and risk professionals about financial risk management with an emphasis on financial models and mathematical techniques. Each chapter provides numerous sample problems and end of chapter questions. The book provides clear examples of how these models are used in practice and encourages readers to think about the limits and appropriate use of financial models"--Provided by publisher.Wiley finance series.Financial risk managementFinancial risk management.332Miller Michael B(Michael Bernard),1973-946685MiAaPQMiAaPQMiAaPQBOOK9910793102003321Quantitative financial risk management3829988UNINA