Categories
Download Market Risk Modelling, Second Edition: Applied Statistical Methods for Practitioners

Market Risk Modelling, Second Edition: Applied Statistical Methods for Practitioners

  • Author: Nigel Da Costa Lewis
  • Pages: 242
  • Language: English
  • ISBN/ASIN: 1906348774
  • ISBN13: 9781906348779
  • Upload date: 13-08-2015, 18:43
  • Category: Finances & Money

The second edition of Market Risk Modelling examines the latest developments and updates in statistical methods used to solve the day-to-day problems faced by a risk manager. After almost a decade since the publication of the first edition, this book considers new risk management methodologies, approaches and packages. Bringing together a wide variety of statistical methods and models that have proven their worth in risk management, Market Risk Modelling provides practical examples and easily implementable approaches, whereby readers can integrate the underlying quantitative concepts into their pre-existing risk management systems. Written by market risk expert, Nigel Da Costa Lewis, this second edition gives concise and applied explanations of approaches to market risk modelling, demonstrated using relevant, applicable examples. Designed for the time-starved risk manager as both a working manual and a compact reference guide, this book provides rapid and succinct access to what can be an intimidating and complex subject. The value of market risk statistical analysis in resource and performance evaluation and setting trading limits is long-established. Statistical methods provide an objective assessment of the risks facing a financial institution and, as importantly, offer their potential clients a fully transparent risk profile of products and services. Market Risk Modelling, Second Edition covers the topics key to risk modelling and management, such as EVT, principle components and fitting probability distributions. A quickly digestible reference to this rapidly evolving field, Market Risk Modelling, Second Edition is a must read for all risk management professionals and quants who need practical and applicable insight into this vitally important subject.

Download Market Risk Modelling, Second Edition: Applied Statistical Methods for Practitioners

* If download links doesn't work. Please write a comment.

Market Risk Modelling, Second Edition: Applied Statistical Methods for Practitioners Download via usenet

Comments for Market Risk Modelling, Second Edition: Applied Statistical Methods for Practitioners

Related eBooks

Download Risk Modelling in General Insurance: From Principles to Practice (International Series on Actuarial Science)Risk Modelling in General Insurance: From Principles to Practice (International Series on Actuarial Science) Roger J. Gray Download Measuring Risk in Complex Stochastic Systems (Lecture Notes in Statistics)Measuring Risk in Complex Stochastic Systems (Lecture Notes in Statistics) J. Franke Download Risk Management: Concepts and Guidance, Fifth EditionRisk Management: Concepts and Guidance, Fifth Edition Carl L. Pritchard PMP PMI-RMP EVP Download Risk Management for Insurers, Second EditionRisk Management for Insurers, Second Edition Rene Doff Download Risk Management and SimulationRisk Management and Simulation Aparna Gupta Download Quantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance)Quantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance) Alexander J. McNeil Download Practice Standard for Project Risk ManagementPractice Standard for Project Risk Management Project Management Institute Download Identifying and Managing Project Risk: Essential Tools for Failure-Proofing Your Project, 3 editionIdentifying and Managing Project Risk: Essential Tools for Failure-Proofing Your Project, 3 edition Tom Kendrick PMP Download A Risk Professional?s Survival Guide: Applied Best Practices in Risk Management (Wiley Finance)A Risk Professional?s Survival Guide: Applied Best Practices in Risk Management (Wiley Finance) Clifford Rossi Download The Use of Risk Budgets in Portfolio OptimizationThe Use of Risk Budgets in Portfolio Optimization Albina Unger Download The Risk of Trading: Mastering the Most Important Element in Financial SpeculationThe Risk of Trading: Mastering the Most Important Element in Financial Speculation Michael Toma Download The Handbook of Credit Risk Management: Originating, Assessing, and Managing Credit ExposuresThe Handbook of Credit Risk Management: Originating, Assessing, and Managing Credit Exposures Sylvain Bouteille, Diane Coogan-Pushner Download Risk Management for Islamic Banks: Recent Developments from Asia and the Middle East (Wiley Finance)Risk Management for Islamic Banks: Recent Developments from Asia and the Middle East (Wiley Finance) Imam Wahyudi Download Risk Management and Financial Institutions (Wiley Finance)Risk Management and Financial Institutions (Wiley Finance) John C. Hull Download Quantitative Risk ManagementQuantitative Risk Management Thomas S. Coleman, Bob Litterman Download Modelling Single-name and Multi-name Credit DerivativesModelling Single-name and Multi-name Credit Derivatives Dominic O'Kane Download Mastering Risk Modelling: A Practical Guide to Modelling Uncertainty with Microsoft Excel (2nd Edition) (Financial Times Series)Mastering Risk Modelling: A Practical Guide to Modelling Uncertainty with Microsoft Excel (2nd Edition) (Financial Times Series) Alastair Day Download Liquidity ModellingLiquidity Modelling Robert Fiedler Download Internal Credit Risk Models: Capital Allocation and Performance MeasurementInternal Credit Risk Models: Capital Allocation and Performance Measurement MICHAEL, K ONG Download Financial Risk Manager HandbookFinancial Risk Manager Handbook Philippe Jorion Download Essentials of Financial Risk ManagementEssentials of Financial Risk Management Karen A. Horcher Download Credit Risk Modelling - Facts, Theory and ApplicationsCredit Risk Modelling - Facts, Theory and Applications Terry Benzschawel Download An Introduction to Value-at-RiskAn Introduction to Value-at-Risk Moorad Choudhry Download Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk (Wiley Handbooks in Financial Engineering and Econometrics)Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk (Wiley Handbooks in Financial Engineering and Econometrics) Gareth W. Peters