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Market Risk Modelling, Second Edition: Applied Statistical Methods for Practitioners Ed 2 free ebook download

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Mathematics

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Author(s):	no autor

Date:	2021	Format:	pdf	Language:	English	ISBN/ASIN:	1906348774
Pages:	242	OCR:		Quality:		ISBN13:
Uploader:	risotor	Upload Date:	8/9/2022 10:31:55 PM

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The second edition of Market Risk Modelling examines the latest developments and updates in statistical methods used to solve the day-to-day problems faced by a risk manager. After almost a decade since the publication of the first edition, this book considers new risk management methodologies, approaches and packages. Bringing together a wide variety of statistical methods and models that have proven their worth in risk management, Market Risk Modelling provides practical examples and easily implementable approaches, whereby readers can integrate the underlying quantitative concepts into their pre-existing risk management systems. Written by market risk expert, Nigel Da Costa Lewis, this second edition gives concise and applied explanations of approaches to market risk modelling, demonstrated using relevant, applicable examples. Designed for the time-starved risk manager as both a working manual and a compact reference guide, this book provides rapid and succinct access to what can be an intimidating and complex subject. The value of market risk statistical analysis in resource and performance evaluation and setting trading limits is long-established. Statistical methods provide an objective assessment of the risks facing a financial institution and, as importantly, offer their potential clients a fully transparent risk profile of products and services. Market Risk Modelling, Second Edition covers the topics key to risk modelling and management, such as EVT, principle components and fitting probability distributions. A quickly digestible reference to this rapidly evolving field, Market Risk Modelling, Second Edition is a must read for all risk management professionals and quants who need practical and applicable insight into this vitally important subject.
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	Title	Link	Password	Size (MB)	Thank to	Inform Admin
3141326	Book	https://rapidgator.net/file/5f8779b883b2...		0.00	risotor

Tags: Applied Market Methods Modelling Practitioners Risk Statistical

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Market Risk Modelling, Second Edition: Applied Statistical Methods for Practitioners Ed 2 free ebook download

Category: Mathematics

Description: Click to see full description

Category:
Mathematics