Financial Risk Modeling
Author:   Neal Brumbach
Publisher:   Createspace Independent Publishing Platform
ISBN:  

9781542345101


Pages:   122
Publication Date:   04 January 2017
Format:   Paperback
Availability:   Available To Order   Availability explained
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Financial Risk Modeling


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Overview

Risk modeling uses a variety of techniques including market risk, value at risk (VaR), historical simulation (HS), or extreme value theory (EVT) in order to analyze a portfolio and make forecasts of the likely losses that would be incurred for a variety of risks. Such risks are typically grouped into credit risk, liquidity risk, market risk, and operational risk categories. Many large financial intermediary firms use risk modeling to help portfolio managers assess the amount of capital reserves to maintain, and to help guide their purchases and sales of various classes of financial assets.

Full Product Details

Author:   Neal Brumbach
Publisher:   Createspace Independent Publishing Platform
Imprint:   Createspace Independent Publishing Platform
Dimensions:   Width: 21.60cm , Height: 0.70cm , Length: 27.90cm
Weight:   0.303kg
ISBN:  

9781542345101


ISBN 10:   1542345103
Pages:   122
Publication Date:   04 January 2017
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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