LEADER 02525nam 2200421 450 001 9910793102003321 005 20230817191006.0 010 $a1-119-52226-9 010 $a1-119-52223-4 035 $a(CKB)4100000007134710 035 $a(MiAaPQ)EBC5592833 035 $a(EXLCZ)994100000007134710 100 $a20181222d2019 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aQuantitative financial risk management /$fMichael B. Miller 210 1$aHoboken, New Jersey :$cWiley,$d[2019] 215 $a1 online resource (323 pages) 225 1 $aWiley finance series 311 $a1-119-52220-X 320 $aIncludes bibliographical references and index. 327 $aOverview 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. 330 $a"Our modern economy depends on financial markets. When financial markets work, they allow people to buy homes and save for retirement; they allow companies to provide the goods and services that we enjoy and depend on. When financial markets don't work, companies fail, people lose their homes, lose their savings, and lose their jobs. Yet financial markets continue to grow in size and complexity and the management of financial risk has never been more important. Quantitative Financial Risk Management is designed to teach students and risk professionals about financial risk management with an emphasis on financial models and mathematical techniques. Each chapter provides numerous sample problems and end of chapter questions. The book provides clear examples of how these models are used in practice and encourages readers to think about the limits and appropriate use of financial models"--$cProvided by publisher. 410 0$aWiley finance series. 606 $aFinancial risk management 615 0$aFinancial risk management. 676 $a332 700 $aMiller$b Michael B$g(Michael Bernard),$f1973-$0946685 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910793102003321 996 $aQuantitative financial risk management$93829988 997 $aUNINA