Mathematics and statistics for financial risk management / Michael B. Miller.

By: Miller, Michael Bernard, 1951- [autor.]Material type: Text

TextLanguage: English Series: Wiley Finance SeriesPublisher: New Jersey : John Wiley & Sons, 2014Edition: Second editionDescription: xiii, 305 páginas : ilustraciones, gráficas ; 26 cmContent type: texto Media type: sin mediación Carrier type: volumenISBN: 9781118750292Other title: Mathematics & statistics for financial risk managementSubject(s): Estados Financieros | Administración financiera | Riesgo (Finanzas) -- Métodos estadísticos | Riesgo (Economía) -- Métodos estadísticos | Administración de riesgos -- Métodos estadísticosDDC classification: 332.1

Contents:

Chapter 1 Some Basic Math - Chapter 2 Probabilities -Chapter 3 Basic Statistics -Chapter 4 Distribution - Chapter 5 Multivariate Distributions and Copulas - Chapter 6 Bayesian Analysis - Chapter 7 Hypothesis Testing and Confidence Intervals -Chapter 8 Matrix Algebra - Chapter 9 Vector Spaces - Chapter 10 Linear Regression Analysis - Chapter 11 Time Series Models - Chapter 12 Decay Factors.

Abstract: This is an excellent book to grasp the basics of financial risk management. Everything in the book is explained from scratch and the concepts are very well exemplified with real life situations. Accompanied with a website filled with excel sheets for application, the book is great for future course material. This Second Edition of Mathematics and Statistics for Financial Risk Management includes 2 new chapters. The first chapter is on Bayesian Analysis and covers Bayes' Theorem, Many State Problems, Continuous Distributions, Bayesian Networks, and Bayesian Networks versus Correlation Matrices. The second new chapter is on Hypothesis Testing & Confidence Intervals and is on The Sample Mean Revisited, Sample Variance Revisited, Confidence Intervals, Hypothesis Testing, Chebyshev's Inequality, and Application: VaR. All chapters will have problems for testing and answers online.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode	Item holds
Libros	Biblioteca CESA Diagonal 34 A No. 5 A - 23 Casa Incolda PBX: 339 53 00 serviciosbiblioteca@cesa.edu.co Piso 1	General	332.1 / M637m 2014 (Browse shelf(Opens below))	Ej. 1	Available		7110001691

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This is an excellent book to grasp the basics of financial risk management. Everything in the book is explained from scratch and the concepts are very well exemplified with real life situations. Accompanied with a website filled with excel sheets for application, the book is great for future course material. This Second Edition of Mathematics and Statistics for Financial Risk Management includes 2 new chapters. The first chapter is on Bayesian Analysis and covers Bayes' Theorem, Many State Problems, Continuous Distributions, Bayesian Networks, and Bayesian Networks versus Correlation Matrices. The second new chapter is on Hypothesis Testing & Confidence Intervals and is on The Sample Mean Revisited, Sample Variance Revisited, Confidence Intervals, Hypothesis Testing, Chebyshev's Inequality, and Application: VaR. All chapters will have problems for testing and answers online.

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