Quantitative Risk Management pdf epub mobi txt 電子書下載 2025

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Alexander J. McNeil

Princeton University Press

2005-09-26

538

USD 90.00

Hardcover

9780691122557

圖書標籤: 金融風險管理金融風險管理 Risk finance Finance 金融類管理學

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发表于2025-03-20

Quantitative Risk Management epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2025

Quantitative Risk Management pdf epub mobi txt 電子書下載 2025

圖書描述

The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers - whether financial risk analysts, actuaries, regulators, or students of quantitative finance - with practical tools to solve real-world problems. The authors cover methods for market, credit, and operational risk modelling; place standard industry approaches on a more formal footing; and describe recent developments that go beyond, and address main deficiencies of, current practice. The book's methodology draws on diverse quantitative disciplines, from mathematical finance through statistics and econometrics to actuarial mathematics. Main concepts discussed include loss distributions, risk measures, and risk aggregation and allocation principles. A main theme is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. The techniques required derive from multivariate statistical analysis, financial time series modelling, copulas, and extreme value theory. A more technical chapter addresses credit derivatives. Based on courses taught to masters students and professionals, this book is a unique and fundamental reference that is set to become a standard in the field.

Quantitative Risk Management 下載 mobi epub pdf txt 電子書

著者簡介

圖書目錄

Quantitative Risk Management pdf epub mobi txt 電子書下載

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用戶評價

評分☆☆☆☆☆

~哎。。。。。。。。讀過和沒讀過一樣，超越我智慧的東西，給個推薦得瞭

評分☆☆☆☆☆

國內的風險管理很少有涉及純粹數量分析的，這本書是非常經典的。國內好像隻有人民大學本科生上這門課，其他的都是研究生在上這課。球麵分布算個球，ARMA過程是神馬。時間序列太坑爹，GARCH看見就想歇。因素模型行不行，極值理論是浮雲。集閤風險有木有，十章附錄還得瞅。提前考試考你妹，為伊消得人憔悴。財金學子大悲催，五百多頁韆行淚。沒記筆記多摺翼，研究建議不給力。純把復習當預習，風險管理傷不起！！

評分☆☆☆☆☆

好書，做risk的人有這一本足矣。

評分☆☆☆☆☆

書是好書課是好課老師也是好老師。。然而還是分手快樂！緻將來金工再落入順明手中的學弟學妹：panjer recursion，comonotonicity copula，X=RS服從球分布, minkovski不等式證明ARCH2m階矩有限，五六章的fallacy，以及coherent risk measure for VaR，還有用特徵函數求n階矩，rank correlation（kendall's tau和spearman's rho）拿好不謝。。

評分☆☆☆☆☆

https://www.qrmtutorial.org/ 這本書的youtube 視頻、R code。