Quantitative Risk Management: Concepts. Technologies and Tools (Revised) (Signed)(Chinese Edition)
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Paperback. Pub Date: 2019-12-01 Pages: 580 Language: Chinese Publisher: Electronic Industry Press In recent decades. the field of financial risk management has grown rapidly with the increasing complexity of financial instruments and markets and the continuous strengthening of supervision of the financial services industry. development of. Quantitative Risk Management: Concepts. Techniques and Tools (Revised Edition) discusses this topic .
Seller Inventory # NO039297
- Title
- Quantitative Risk Management: Concepts. Technologies and Tools (Revised) (Signed)(Chinese Edition)
- Author
- [ YING ] . YA LI SHAN DA J. MAI KE NI ER . [ DE ] LV DI GE FU LEI . [ RUI SHI ] BAO LUO AI BU QI CI
- Condition
- New
- Binding
- paperback
- ISBN 10
- 712137689X
- ISBN 13
- 9787121376894
作者:亚历山大·J.麦克尼尔 吕迪格·弗雷 保罗·艾布奇茨 卜永强
出版社:电子工业出版社
ISBN:9787121376894
装订方式:平装
版次:第1版
开本:16开
出版时间:2019-12-01
用纸:胶版纸
页数:580
近几十年来,金融风险管理领域随着金融工具和市场的日益复杂以及金融服务业监管的不断加强而迅速发展。《量化风险管理:概念、技术和工具(修订版)》专门讨论这个领域中出现的量化建模问题,对量化风险管理的理论概念和建模技术进行了更全面的处理。量化风险管理描述了该领域的新进展,涵盖了市场、信用和操作风险建模的方法。它将标准的行业方法置于更正式的基础之上,并探索了诸如损失分布、风险度量、风险聚合和分配原则等关键概念。这本书的方法借鉴了不同的定量学科,从数学金融和统计到计量经济学和精算数学。贯穿始终的一个主要主题是,需要令人满意地解决极端结果和关键风险驱动因素的依赖性。 无论你是金融风险分析师、精算师、监管人员还是量化金融相关专业的学生,《量化风险管理:概念、技术和工具(修订版)》都可为你提供解决实际问题所需的实用工具。
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