Корично изображение Електронна книга

Market risk modelling : applied statistical methods for practitioners /

Основен автор: Lewis, Nigel Da Costa.
Формат: Електронна книга
Език: English
Публикувано: London : Risk Books, [2012]
Издание: Second edition.
Предмети:
Risk management > Statistical methods.
BUSINESS & ECONOMICS > Industrial Management.
BUSINESS & ECONOMICS > Management.
BUSINESS & ECONOMICS > Management Science.
BUSINESS & ECONOMICS > Organizational Behavior.
Electronic books.
Онлайн достъп: http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=668351
Подобни документи: Print version:: Market risk modelling.
Съдържание:
  • Risk modelling and its myths.
  • Mastering the R statistical package.
  • Key concepts on probability.
  • Tools for describing risk factors and portfolios.
  • The essentials of hypothesis testing for risk managers.
  • Alternative methods to measure correlation.
  • A primer on maximum likelihood estimation.
  • Regression in a nutshell.
  • Fitting probability distributions to data.
  • Practical principal components analysis.
  • Three essential models for volatility.
  • Random numbers and applied simulation.
  • Tail risk modelling.
  • Conclusions.

Подобни библ. документи