Quantitative financial risk management / Michael B. Miller.
Miller, Michael B. (Michael Bernard), 1973- author.; ProQuest (Firm)
2019
HD61 .M5373 2019
Available Online

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Title Quantitative financial risk management / Michael B. Miller.
Author Miller, Michael B. (Michael Bernard), 1973- author.
ISBN 9781119522232 (electronic book)
1119522234 (electronic book)
9781119522201
111952220X
Published Hoboken, New Jersey : John Wiley & Sons, Inc., [2019]
Language English
Description 1 online resource (ix, 305 pages.)
Call Number HD61 .M5373 2019
Dewey Decimal Classification 332
Bibliography, etc. Note Includes bibliographical references and index.
Access Note Access limited to authorized users
Reproduction Electronic reproduction. Ann Arbor, MI Available via World Wide Web.
Source of Description Description based on print version record.
Added Corporate Author ProQuest (Firm)
Series Wiley finance series.
Available in Other Form Quantitative financial risk management
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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, and extreme value theory
Market risk: portfolios and correlation
Market risk: beyond correlation
Market risk: risk attribution
Credit risk
Liquidity risk
Bayesian analysis
Behavioral economics and risk.

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