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Essential mathematics for market risk management

Author: Simon Hubbert
Publisher: Hoboken, N.J. : Wiley, 2012.
Series: Wiley finance series.
Edition/Format:   eBook : Document : English : 2nd edView all editions and formats
Summary:
"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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Hubbert, Simon.
Essential mathematics for market risk management.
Hoboken, N.J. : Wiley, 2012
(DLC) 2011039267
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Simon Hubbert
ISBN: 9781118467213 1118467213 9781119953012 1119953014 9781119953029 1119953022
OCLC Number: 778431625
Description: 1 online resource (xiv, 335 pages) : illustrations.
Contents: Essential Mathematics for Market Risk Management; Contents; Preface; 1 Introduction; 1.1 Basic Challenges in Risk Management; 1.2 Value at Risk; 1.3 Further Challenges in Risk Management; 2 Applied Linear Algebra for Risk Managers; 2.1 Vectors and Matrices; 2.2 Matrix Algebra in Practice; 2.3 Eigenvectors and Eigenvalues; 2.4 Positive Definite Matrices; 3 Probability Theory for Risk Managers; 3.1 Univariate Theory; 3.1.1 Random variables; 3.1.2 Expectation; 3.1.3 Variance; 3.2 Multivariate Theory; 3.2.1 The joint distribution function; 3.2.2 The joint and marginal density functions.
Series Title: Wiley finance series.
Responsibility: Simon Hubbert.
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Abstract:

Everything you need to know in order to manage risk effectively within your organization You cannot afford to ignore the explosion in mathematical finance in your quest to remain competitive.  Read more...

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