Quantitative financial risk management /
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, New Jersey :
Wiley,
[2019]
|
| Series: | Wiley finance series.
|
| Subjects: | |
| Online Access: | Click to View |
Table of Contents:
- Overview of financial risk management
- Market risk: standard deviation
- Market risk: value at risk
- Market risk: expected shortfall, extreme value theory, and stress testing
- Market risk: portfolios and correlation
- Market risk: beyond portfolio correlation
- Market risk: risk attribution
- Credit risk
- Liquidity risk
- Bayesian analysis
- Behavioral economics and risk.