Essential Mathematics for Market Risk Management.

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 m...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Hubbert, Simon
Format: Electronic eBook
Language:Inglés
Published: New York : John Wiley & Sons, 2012.
Subjects:
Capital market > Mathematical models.
Risk management > Mathematical models.
Marché financier > Modèles mathématiques.
Gestion du risque > Modèles mathématiques.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Capital market > Mathematical models
Risk management > Mathematical models
Online Access:Texto completo
Table of Contents:
  • Essential Mathematics for Market Risk Management; Contents; Preface; 1 Introduction; 1.1 Basic Challenges in Risk Management; 1.2 Value at Risk; 1.3 Further Challenges in Risk Management; 2 Applied Linear Algebra for Risk Managers; 2.1 Vectors and Matrices; 2.2 Matrix Algebra in Practice; 2.3 Eigenvectors and Eigenvalues; 2.4 Positive Definite Matrices; 3 Probability Theory for Risk Managers; 3.1 Univariate Theory; 3.1.1 Random variables; 3.1.2 Expectation; 3.1.3 Variance; 3.2 Multivariate Theory; 3.2.1 The joint distribution function; 3.2.2 The joint and marginal density functions.

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