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| 005 | 20210714095054.0 | ||
| 008 | 110923s2012 enka b 001 0 eng | ||
| 010 | _a 2011039267 | ||
| 020 | _a9781119979524 | ||
| 020 | _a9781119953029 | ||
| 020 | _a9781119953036 | ||
| 035 | _a(OCoLC)ocn749857600 | ||
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_aHD61 _b.H763 2012 |
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_a658.15/50151 _223 |
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_aBUS033070 _2bisacsh |
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| 100 | 1 | _aHubbert, Simon. | |
| 245 | 1 | 0 |
_aEssential mathematics for market risk management / _cSimon Hubbert. |
| 250 | _a2nd ed. | ||
| 260 |
_aChichester, West Sussex, UK : _bWiley, _c2012. |
||
| 300 |
_axiv, 335 p. : _bill. ; _c25 cm. |
||
| 490 | 1 | _aWiley finance series | |
| 504 | _aIncludes bibliographical references and index. | ||
| 520 | _a"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"-- | ||
| 520 | _a"The book is self-contained and takes the reader on a mathematical journey from the early ideas of risk quantification up to the sophisticated models and approaches of the present day, linking and highlighting the milestones along the way"-- | ||
| 650 | 0 |
_aRisk management _xMathematical models. |
|
| 650 | 0 |
_aCapital market _xMathematical models. _94981 |
|
| 856 | _uhttp://ebookcentral.proquest.com.elibrarykca.remotexs.co/lib/kcau-ebooks/detail.action?docID=818554 | ||
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