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Author Hubbert, Simon.
Title Essential mathematics for market risk management [electronic resource] / Simon Hubbert.
Publication Info. Hoboken, N.J. : Wiley, 2012.
Edition 2nd ed.
Location Call No. Status Notes
 Libraries Electronic Books  ELECTRONIC BOOK-ebrary    AVAIL. ONLINE
Description xiv, 335 p. : ill.
Series Wiley finance series.
Bibliography Includes bibliographical references and index.
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 many organizations, this book is essential reading for getting to grips with the mathematical story behind the subject of financial risk management. It will take you on a journey--from the early ideas of risk quantification up to today's sophisticated models and approaches to business risk management.To help you investigate the most up-to-date, pioneering developments in modern risk management, the book presents statistical theories and shows you how to put statistical tools into action to investigate areas such as the design of mathematical models for financial volatility or calculating the value at risk for an investment portfolio. Respected academic author Simon Hubbert is the youngest director of a financial engineering program in the U.K. He brings his industry experience to his practical approach to risk analysis Captures the essential mathematical tools needed to explore many common risk management problems Website with model simulations and source code enables you to put models of risk management into practice Plunges into the world of high-risk finance and examines the crucial relationship between the risk and the potential reward of holding a portfolio of risky financial assets This book is your one-stop-shop for effective risk management"-- Provided by publisher.
Reproduction Electronic reproduction. Palo Alto, Calif. : ebrary, 2012. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
Subject Risk management -- Mathematical models.
Capital market -- Mathematical models.
Added Author ebrary, Inc.
ISBN 9781119979524 (hardback)
9781119953012 (e-book)
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