Market Risk Modelling: Applied Statistical Methods for Practitioners

0 avg rating
( 0 ratings by Goodreads )
 
9781904339076: Market Risk Modelling: Applied Statistical Methods for Practitioners
View all copies of this ISBN edition:
 
 

Provides the practitioner, consultant and academic with quantitative expertise in an authoritative and up-to-date treatment of the most crucial innovations in the application of statistical methods to market risk modelling. Written from a practitioner's perspective, this title is sympathetic to the needs of the busy practitioner and is designed to provide rapid and succinct access to useful statistical methods in one handy volume. The use of practical examples and accessible panels will allow the market risk manager to quickly and easily implement, evaluate and extend a wide variety of statistical modelling tools and techniques for more accurate market risk assessment. This release illustrates the value to be gained from the statistical analysis of market risk data providing a valuable competitive edge in these times of increased regulation. Key topics such as extreme value theory, volatility modelling, principle components, confidence intervals and fitting probability distributions to real data are covered in sufficient detail so that these methods can be integrated into your own risk management systems.

"synopsis" may belong to another edition of this title.

About the Author:

Dr Nigel Da Costa Lewis has many years work experience as a quantitative analyst and statistician in the City of London, on Wall Street and in academia. His work in market risk management dates back to the early 1990s where he developed stress-testing methodologies for portfolios of derivative securities for Legal & General Investment Management Limited. He now specialises in the application of computational intensive quantitative methods to problems in finance. His experience includes the application of neural networks to trading, Bayesian Belief Networks models for risk management and the application of classical and Bayesian statistical methods to market and credit risk. Nigel has an award-winning PhD in statistics from the University of Cambridge, and four Master's degrees, all from the University of London: statistics, finance, economics and advanced computer science.

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 118.00
US$ 96.44

Convert Currency

Shipping: US$ 9.88
From United Kingdom to U.S.A.

Destination, Rates & Speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Nigel Da Costa Lewis
Published by Risk Books (2003)
ISBN 10: 1904339077 ISBN 13: 9781904339076
New Hardcover Quantity Available: 1
Seller:
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Risk Books, 2003. Hardcover. Condition: Brand New. 300 pages. 9.30x6.10x0.80 inches. In Stock. Seller Inventory # zk1904339077

More information about this seller | Contact this seller

Buy New
US$ 96.44
Convert Currency

Add to Basket

Shipping: US$ 9.88
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Nigel Da Costa Lewis
Published by Risk Books (2003)
ISBN 10: 1904339077 ISBN 13: 9781904339076
New Hardcover Quantity Available: 1
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Risk Books, 2003. Hardcover. Condition: New. Seller Inventory # DADAX1904339077

More information about this seller | Contact this seller

Buy New
US$ 114.39
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

3.

Lewis, Nigel Da Costa
Published by Risk Books (2003)
ISBN 10: 1904339077 ISBN 13: 9781904339076
New Hardcover Quantity Available: 2
Seller:
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Risk Books, 2003. Hardcover. Condition: New. Never used!. Seller Inventory # P111904339077

More information about this seller | Contact this seller

Buy New
US$ 135.90
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

4.

Nigel Da Costa Lewis
Published by Risk Books (2003)
ISBN 10: 1904339077 ISBN 13: 9781904339076
New Hardcover Quantity Available: 1
Seller:
Irish Booksellers
(Portland, ME, U.S.A.)
Rating
[?]

Book Description Risk Books, 2003. Condition: New. book. Seller Inventory # M1904339077

More information about this seller | Contact this seller

Buy New
US$ 136.72
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

5.

Nigel Da Costa Lewis
ISBN 10: 1904339077 ISBN 13: 9781904339076
New Quantity Available: 1
Seller:
BennettBooksLtd
(San Diego, CA, U.S.A.)
Rating
[?]

Book Description Condition: New. New. Seller Inventory # S-1904339077

More information about this seller | Contact this seller

Buy New
US$ 167.21
Convert Currency

Add to Basket

Shipping: US$ 4.95
Within U.S.A.
Destination, Rates & Speeds

6.

Nigel Da Costa Lewis
Published by Risk Books (2003)
ISBN 10: 1904339077 ISBN 13: 9781904339076
New Hardcover Quantity Available: 1
Seller:
Books Express
(Portsmouth, NH, U.S.A.)
Rating
[?]

Book Description Risk Books, 2003. Hardcover. Condition: New. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. Buy with confidence, excellent customer service!. Seller Inventory # 1904339077n

More information about this seller | Contact this seller

Buy New
US$ 312.49
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds