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Wiley Value at Risk Models - Market Risk Analysis Book

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Description

Master complex financial risk assessment with Value at Risk Models by Professor Carol Alexander. As the fourth volume in the Market Risk Analysis series from Wiley, this book offers a rigorous and detailed treatment of market VaR models. It is designed for professionals and academics who require a deep understanding of financial mathematics and statistics. This comprehensive text builds upon foundational concepts from previous volumes, including factor models, principal component analysis, and statistical models of volatility. It integrates advanced topics such as copulas and the pricing and hedging of financial instruments. Whether you are studying volatility or correlation, this volume provides the technical depth necessary for advanced market risk analysis.

Key Features

Written by leading academic Professor Carol Alexander for professional-grade market risk analysis.

Part of the Wiley Finance Series, specifically serving as volume four of the Market Risk Analysis set.

Provides a detailed and rigorous treatment of market VaR models for advanced study.

Integrates knowledge of factor models, principal component analysis, and statistical models of volatility.

Covers complex topics including copulas and the pricing and hedging of financial instruments.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
09 January 2009
Listed Since
26 September 2007

Barcode

No barcode data available

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