Quantitative financial risk management / Michael B. Miller.
Miller, Michael B. (Michael Bernard), 1973- author.
2019
HD61 .M555 2019
Available Online

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Title Quantitative financial risk management / Michael B. Miller.
Author Miller, Michael B. (Michael Bernard), 1973- author.
ISBN 9781119522201
9781119522232 (e-book)
9781119522263 (e-book)
Published Hoboken, New Jersey : Wiley, [2019]
Language English
Description 1 online resource (323 pages).
Call Number HD61 .M555 2019
Dewey Decimal Classification 332
Bibliography, etc. Note Includes bibliographical references and index.
Access Note Access limited to authorized users.
Source of Description Description based on print version record.
Series Wiley finance series.
Available in Other Form Quantitative financial risk management
Linked Resources Online Access
Record Appears in Online Resources > Ebooks
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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.

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