The Resource Essential mathematics for market risk management, Simon Hubbert, (electronic book)

Essential mathematics for market risk management, Simon Hubbert, (electronic book)

Label
Essential mathematics for market risk management
Title
Essential mathematics for market risk management
Statement of responsibility
Simon Hubbert
Creator
Subject
Language
eng
Summary
"Everything you need to know in order to manage risk effectively within your organizationYou cannot afford to ignore the explosion in mathematical finance in your quest to remain competitive. This exciting branch of mathematics has very direct practical implications: when a new model is tested and implemented it can have an immediate impact on the financial environment.With risk management top of the agenda for many organizations, this book is essential reading for getting to grips with the mathematical story behind the subject of financial risk management. It will take you on a journey--from the early ideas of risk quantification up to today's sophisticated models and approaches to business risk management.To help you investigate the most up-to-date, pioneering developments in modern risk management, the book presents statistical theories and shows you how to put statistical tools into action to investigate areas such as the design of mathematical models for financial volatility or calculating the value at risk for an investment portfolio. Respected academic author Simon Hubbert is the youngest director of a financial engineering program in the U.K. He brings his industry experience to his practical approach to risk analysis Captures the essential mathematical tools needed to explore many common risk management problems Website with model simulations and source code enables you to put models of risk management into practice Plunges into the world of high-risk finance and examines the crucial relationship between the risk and the potential reward of holding a portfolio of risky financial assets This book is your one-stop-shop for effective risk management"--
Member of
Assigning source
Provided by publisher
Cataloging source
CaPaEBR
http://library.link/vocab/creatorName
Hubbert, Simon
Dewey number
658.15/50151
Illustrations
illustrations
Index
index present
LC call number
HD61
LC item number
.H763 2012eb
Literary form
non fiction
Nature of contents
  • standards specifications
  • bibliography
http://library.link/vocab/subjectName
  • Risk management
  • Capital market
Label
Essential mathematics for market risk management, Simon Hubbert, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Color
multicolored
Control code
ebr10521406
Dimensions
unknown
Edition
2nd ed.
Extent
xiv, 335 p.
Form of item
electronic
Original version note
Original electronic resource
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote
Label
Essential mathematics for market risk management, Simon Hubbert, (electronic book)
Publication
Bibliography note
Includes bibliographical references and index
Color
multicolored
Control code
ebr10521406
Dimensions
unknown
Edition
2nd ed.
Extent
xiv, 335 p.
Form of item
electronic
Original version note
Original electronic resource
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote

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