The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers--whether financial risk analysts, actuaries, regulators, or students of quantitative finance--with practical tools to solve real-world problems. The authors cover methods for market, ...
Read More
The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers--whether financial risk analysts, actuaries, regulators, or students of quantitative finance--with practical tools to solve real-world problems. The authors cover methods for market, credit, and operational risk modelling; place standard industry approaches on a more formal footing; and describe recent developments that go beyond, and address main deficiencies of, current practice. The book's methodology draws on diverse quantitative disciplines, from mathematical finance through statistics and econometrics to actuarial mathematics. Main concepts discussed include loss distributions, risk measures, and risk aggregation and allocation principles. A main theme is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. The techniques required derive from multivariate statistical analysis, financial time series modelling, copulas, and extreme value theory. A more technical chapter addresses credit derivatives. Based on courses taught to masters students and professionals, this book is a unique and fundamental reference that is set to become a standard in the field.
Read Less
Add this copy of Quantitative Risk Management: Concepts, Techniques, and to cart. $10.90, good condition, Sold by ThriftBooks-Atlanta rated 5.0 out of 5 stars, ships from Austell, GA, UNITED STATES, published 2005 by Princeton University Press.
Add this copy of Quantitative Risk Management: Concepts, Techniques, and to cart. $14.77, fair condition, Sold by Goodwill of Silicon Valley rated 5.0 out of 5 stars, ships from San Jose, CA, UNITED STATES, published 2005 by Princeton University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fair. Supports Goodwill of Silicon Valley job training programs. The cover and pages are in Acceptable condition! Any other included accessories are also in Acceptable condition showing use. Use can include some highlighting and writing page and cover creases as well as other types visible wear such as cover tears discoloration staining marks scuffs etc. All pages intact.
Add this copy of Quantitative Risk Management: Concepts, Techniques, and to cart. $27.02, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2005 by Princeton University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Quantitative Risk Management: Concepts, Techniques, and to cart. $55.23, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2005 by Princeton University Press.
Add this copy of Quantitative Risk Management: Concepts, Techniques, and to cart. $133.68, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2005 by Princeton University Press.