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010 a| 2018044462;

020 a| 9781119522232 (Adobe PDF);

020 a| 9781119522263 (ePub);

020 z| 9781119522201;

035 a| (WaSeSS)ssj0002071630;

042 a| pcc;

049 a| EREEa| NEHH;

050 00 a| HD61;

082 00 a| 3322| 23;

100 1 a| Miller, Michael B.q| (Michael Bernard),d| 1973-?| UNAUTHORIZED;

245 10 a| Quantitative financial risk managementh| [electronic resource] /c| Michael B. Miller.;

260 a| Hoboken, New Jersey :b| Wiley,c| [2019];

300 a| 1 online resource.;

490 0 a| Wiley finance series;

504 a| Includes bibliographical references and index.;

505 0 a| Overview of financial risk management -- Market risk: standard deviation -- Market risk: value at risk -- Market risk: expected shortfall, extreme value theory, and stress testing -- Market risk: portfolios and correlation -- Market risk: beyond portfolio correlation -- Market risk: risk attribution -- Credit risk -- Liquidity risk -- Bayesian analysis -- Behavioral economics and risk.;

506 a| Available only to authorized users.;

520 a| "Our modern economy depends on financial markets. When financial markets work, they allow people to buy homes and save for retirement; they allow companies to provide the goods and services that we enjoy and depend on. When financial markets don't work, companies fail, people lose their homes, lose their savings, and lose their jobs. Yet financial markets continue to grow in size and complexity and the management of financial risk has never been more important. Quantitative Financial Risk Management is designed to teach students and risk professionals about financial risk management with an emphasis on financial models and mathematical techniques. Each chapter provides numerous sample problems and end of chapter questions. The book provides clear examples of how these models are used in practice and encourages readers to think about the limits and appropriate use of financial models"--c| Provided by publisher.;

538 a| Mode of access: World Wide Web;

588 a| Description based on print version record and CIP data provided by publisher.;

650 0 a| Financial risk management.=| ^A714381;

655 0 a| Electronic books.=| ^A491897;

776 08 i| Print version:a| Miller, Michael B. (Michael Bernard), 1973- author.t| Quantitative financial risk managementd| Hoboken, New Jersey : Wiley, [2019]z| 9781119522201w| (DLC) 2018033207;

856 40 z| Full text available from Ebook Central - Academic Completeu| https://ebookcentral.proquest.com/lib/eastcarolina/detail.action?docID=5592833;

949 a| CLICK ON WEB ADDRESSw| ASISh| JOYNER188;

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998 a| 5869657;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 5869657-1001l| JNETm| JOYNERr| Ys| Yt| JNESSBKu| 7/18/2022x| EBOOKz| JERESOURCE;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 5869657-2001l| HSLELECm| HSLr| Ys| Yt| HEBKu| 7/18/2022x| EBOOKz| HERESOURCE;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 5869657-3001l| MNETm| JMUSICr| Ys| Yt| MNESSBKu| 7/18/2022x| EBOOKz| JERESOURCE;

Quantitative financial risk management / Michael B. Miller.

Author/creator	Miller, Michael B., 1973-
Format	Electronic
Publication Info	Hoboken, New Jersey : Wiley, [2019]
Description	1 online resource.
Supplemental Content	Full text available from Ebook Central - Academic Complete
Subjects	Financial risk management.

Series	Wiley finance series
Contents	Overview of financial risk management -- Market risk: standard deviation -- Market risk: value at risk -- Market risk: expected shortfall, extreme value theory, and stress testing -- Market risk: portfolios and correlation -- Market risk: beyond portfolio correlation -- Market risk: risk attribution -- Credit risk -- Liquidity risk -- Bayesian analysis -- Behavioral economics and risk.
Abstract	"Our modern economy depends on financial markets. When financial markets work, they allow people to buy homes and save for retirement; they allow companies to provide the goods and services that we enjoy and depend on. When financial markets don't work, companies fail, people lose their homes, lose their savings, and lose their jobs. Yet financial markets continue to grow in size and complexity and the management of financial risk has never been more important. Quantitative Financial Risk Management is designed to teach students and risk professionals about financial risk management with an emphasis on financial models and mathematical techniques. Each chapter provides numerous sample problems and end of chapter questions. The book provides clear examples of how these models are used in practice and encourages readers to think about the limits and appropriate use of financial models"-- Provided by publisher.
Bibliography note	Includes bibliographical references and index.
Access restriction	Available only to authorized users.
Technical details	Mode of access: World Wide Web
Source of description	Description based on print version record and CIP data provided by publisher.
Issued in other form	Print version: Miller, Michael B. (Michael Bernard), 1973- author. Quantitative financial risk management Hoboken, New Jersey : Wiley, [2019] 9781119522201
Genre/form	Electronic books.
LCCN	2018044462
ISBN	9781119522232 (Adobe PDF)
ISBN	9781119522263 (ePub)

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Quantitative financial risk management / Michael B. Miller.

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