000			03175nam a2200421 a 4500
001			EBC818554
003			MiAaPQ
005			20240120133022.0
006			m o d |
007			cr cn|||||||||
008			110923s2012 njua sb 001 0 eng d
010			_z 2011039267
020			_z9781119979524 (hardback)
020			_a9781119953012 (electronic bk.)
035			_a(MiAaPQ)EBC818554
035			_a(Au-PeEL)EBL818554
035			_a(CaPaEBR)ebr10521406
035			_a(CaONFJC)MIL340482
035			_a(OCoLC)768082736
040			_aMiAaPQ _cMiAaPQ _dMiAaPQ
050		4	_aHD61 _b.H763 2012
082	0	4	_a658.15/50151 _223
100	1		_aHubbert, Simon.
245	1	0	_aEssential mathematics for market risk management _h[electronic resource] / _cSimon Hubbert.
250			_a2nd ed.
260			_aHoboken, N.J. : _bWiley, _c2012.
300			_axiv, 335 p. : _bill.
490	1		_aWiley finance
504			_aIncludes bibliographical references and index.
520			_a"Everything you need to know in order to manage risk effectively within your organizationYou 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. Respected academic author Simon Hubbert is the youngest director of a financial engineering program in the U.K. He brings his industry experience to his practical approach to risk analysis Captures the essential mathematical tools needed to explore many common risk management problems Website with model simulations and source code enables you to put models of risk management into practice Plunges into the world of high-risk finance and examines the crucial relationship between the risk and the potential reward of holding a portfolio of risky financial assets This book is your one-stop-shop for effective risk management"-- _cProvided by publisher.
533			_aElectronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650		0	_aRisk management _xMathematical models.
650		0	_aCapital market _xMathematical models.
655		4	_aElectronic books.
710	2		_aProQuest (Firm)
830		0	_aWiley finance series.
856	4	0	_uhttps://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=818554 _zClick to View
999			_c71926 _d71926