Quantitative Risk Management 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Alexander J. McNeil 作者

Princeton University Press

译者

2005-09-26 出版日期

538 页数

USD 90.00 价格

Hardcover

丛书系列

9780691122557 图书编码

Quantitative Risk Management 在线电子书图书标签: 金融风险管理金融风险管理 Risk finance Finance 金融类管理学

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发表于2024-06-01

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Quantitative Risk Management 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Quantitative Risk Management 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

Quantitative Risk Management 在线电子书用户评价

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对它的感情简洁而强烈 fuck!

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国内的风险管理很少有涉及纯粹数量分析的，这本书是非常经典的。国内好像只有人民大学本科生上这门课，其他的都是研究生在上这课。球面分布算个球，ARMA过程是神马。时间序列太坑爹，GARCH看见就想歇。因素模型行不行，极值理论是浮云。集合风险有木有，十章附录还得瞅。提前考试考你妹，为伊消得人憔悴。财金学子大悲催，五百多页千行泪。没记笔记多折翼，研究建议不给力。纯把复习当预习，风险管理伤不起！！

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https://www.qrmtutorial.org/ 这本书的youtube 视频、R code。

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哥不仅读过，而且背过

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主要看了第5-7章，随便扫了几眼其他书感觉还是这本好

Quantitative Risk Management 在线电子书著者简介

Quantitative Risk Management 在线电子书图书目录

Quantitative Risk Management 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Quantitative Risk Management 在线电子书图书描述

The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers - whether financial risk analysts, actuaries, regulators, or students of quantitative finance - with practical tools to solve real-world problems. The authors cover methods for market, credit, and operational risk modelling; place standard industry approaches on a more formal footing; and describe recent developments that go beyond, and address main deficiencies of, current practice. The book's methodology draws on diverse quantitative disciplines, from mathematical finance through statistics and econometrics to actuarial mathematics. Main concepts discussed include loss distributions, risk measures, and risk aggregation and allocation principles. A main theme is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. The techniques required derive from multivariate statistical analysis, financial time series modelling, copulas, and extreme value theory. A more technical chapter addresses credit derivatives. Based on courses taught to masters students and professionals, this book is a unique and fundamental reference that is set to become a standard in the field.

Quantitative Risk Management 在线电子书下载 mobi epub pdf txt 在线电子书下载

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