£35.99

Wiley Quantitative Financial Risk Management (Wiley Finance)

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Last 409 days • 409 data points (No recent data available)

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£41.19 £33.04 £34.82 £36.60 £38.37 £40.15 £41.93 01 December 2024 13 March 2025 23 June 2025 03 October 2025 13 January 2026

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3 days 368 days · current 8 days 30 days 0 92 184 276 368 £34 £36 £38 £41 Days at Price

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Most common price: £36 (368 days, 90.0%)

Price range: £34 - £41

Price levels: 4 different prices over 409 days

Description

A mathematical guide to measuring and managing financial risk. Our modern economy depends on financial markets. Yet financial markets continue to grow in size and complexity. As a result, the management of financial risk has never been more important. Quantitative Financial Risk Management introduces students and risk professionals to 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. Topics include: • Value at risk • Stress testing • Credit risk • Liquidity risk • Factor analysis • Expected shortfall • Copulas • Extreme value theory • Risk model backtesting • Bayesian analysis • . . . and much more

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
28 December 2018
Listed Since
29 March 2018

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