BIROn - Birkbeck Institutional Research Online

    Essential mathematics for market risk management

    Hubbert, Simon (2011) Essential mathematics for market risk management. New York, U.S.: Wiley. ISBN 9781119979524.

    Full text not available from this repository.

    Abstract

    Book synopsis: You 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.

    Metadata

    Item Type: Book
    School: Birkbeck Faculties and Schools > Faculty of Business and Law > Birkbeck Business School
    Depositing User: Simon Hubbert
    Date Deposited: 01 Oct 2013 10:50
    Last Modified: 02 Aug 2023 17:07
    URI: https://eprints.bbk.ac.uk/id/eprint/8232

    Statistics

    Activity Overview
    6 month trend
    0Downloads
    6 month trend
    536Hits

    Additional statistics are available via IRStats2.

    Archive Staff Only (login required)

    Edit/View Item Edit/View Item