Gestió del risc -- Mètodes estadístics

Mathematics and statistics for financial risk management / Michael B. Miller (2012)

Públic ISBD Títol : Mathematics and statistics for financial risk management Tipus de document : text imprès Autors : Michael B. Miller, Autor Editorial : Hoboken : John Wiley & Sons Data de publicació : 2012 Col·lecció : Wiley finance series Nombre de pàgines : xi, 291 p. ll. : il. Dimensions : 24 cm ISBN/ISSN/DL : 978-1-11-817062-5 Nota general : Inclou índex Idioma : Anglès (eng) Matèries : Gestió del risc -- Mètodes estadístics Gestió del risc -- Models matemàtics Classificació : M71 Matemàtiques financeres Resum : The recent financial crisis and its impact on the broader economy underscore the importance of financial risk management in today's world. At the same time, financial products and investment strategies are becoming increasingly complex. Today, it is more important than ever that risk managers possess a sound understanding of mathematics and statistics. In a concise and easy-to-read style, each chapter of this book introduces a different topic in mathematics or statistics. As different techniques are introduced, sample problems and application sections demonstrate how these techniques can be applied to actual risk management problems. Exercises at the end of each chapter and the accompanying solutions at the end of the book allow readers to practice the techniques they are learning and monitor their progress. A companion website includes interactive Excel spreadsheet examples and templates. - Covers basic statistical concepts from volatility and Bayes' Law to regression analysis and hypothesis testing - Introduces risk models, including Value-at-Risk, factor analysis, Monte Carlo simulations, and stress testing - Explains time series analysis, including interest rate, GARCH, and jump-diffusion models - Explores bond pricing, portfolio credit risk, optimal hedging, and many other financial risk topics If you're looking for a book that will help you understand the mathematics and statistics of financial risk management, look no further. Vista prèvia a Google Books : http://books.google.es/books?id=GRItrMI67NwC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 Mathematics and statistics for financial risk management [text imprès] / Michael B. Miller, Autor . - Hoboken : John Wiley & Sons, 2012 . - xi, 291 p. : il. ; 24 cm. - (Wiley finance series) . ISBN : 978-1-11-817062-5 Inclou índex Idioma : Anglès (eng) Matèries : Gestió del risc -- Mètodes estadístics Gestió del risc -- Models matemàtics Classificació : M71 Matemàtiques financeres Resum : The recent financial crisis and its impact on the broader economy underscore the importance of financial risk management in today's world. At the same time, financial products and investment strategies are becoming increasingly complex. Today, it is more important than ever that risk managers possess a sound understanding of mathematics and statistics. In a concise and easy-to-read style, each chapter of this book introduces a different topic in mathematics or statistics. As different techniques are introduced, sample problems and application sections demonstrate how these techniques can be applied to actual risk management problems. Exercises at the end of each chapter and the accompanying solutions at the end of the book allow readers to practice the techniques they are learning and monitor their progress. A companion website includes interactive Excel spreadsheet examples and templates. - Covers basic statistical concepts from volatility and Bayes' Law to regression analysis and hypothesis testing - Introduces risk models, including Value-at-Risk, factor analysis, Monte Carlo simulations, and stress testing - Explains time series analysis, including interest rate, GARCH, and jump-diffusion models - Explores bond pricing, portfolio credit risk, optimal hedging, and many other financial risk topics If you're looking for a book that will help you understand the mathematics and statistics of financial risk management, look no further. Vista prèvia a Google Books : http://books.google.es/books?id=GRItrMI67NwC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10113310	M71 Mil	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Mathematics and statistics for financial risk management / Michael B. Miller (cop. 2014)

Públic ISBD Títol : Mathematics and statistics for financial risk management Tipus de document : text imprès Autors : Michael B. Miller, Autor Menció d'edició : 2nd ed. Editorial : Chichester : John Wiley & Sons Data de publicació : cop. 2014 Col·lecció : Wiley finance series Nombre de pàgines : 317 p. ll. : il., gràf. Dimensions : 26 cm ISBN/ISSN/DL : 978-1-11-875029-2 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Gestió del risc -- Mètodes estadístics Gestió del risc -- Models matemàtics Classificació : M71 Matemàtiques financeres Resum : Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics. Now in its second edition with more topics, more sample problems and more real world examples, this popular guide to financial risk management introduces readers to practical quantitative techniques for analyzing and managing financial risk. In a concise and easy-to-read style, each chapter introduces a different topic in mathematics or statistics. As different techniques are introduced, sample problems and application sections demonstrate how these techniques can be applied to actual risk management problems. Exercises at the end of each chapter and the accompanying solutions at the end of the book allow readers to practice the techniques they are learning and monitor their progress. A companion Web site includes interactive Excel spreadsheet examples and templates. Mathematics and Statistics for Financial Risk Management is an indispensable reference for today’s financial risk professional. Vista prèvia a Google Books : https://books.google.es/books?id=bGpXAgAAQBAJ&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=3 Mathematics and statistics for financial risk management [text imprès] / Michael B. Miller, Autor  . -  2nd ed. . - Chichester : John Wiley & Sons, cop. 2014 . - 317 p. : il., gràf. ; 26 cm. - (Wiley finance series) . ISBN : 978-1-11-875029-2 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Gestió del risc -- Mètodes estadístics Gestió del risc -- Models matemàtics Classificació : M71 Matemàtiques financeres Resum : Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics. Now in its second edition with more topics, more sample problems and more real world examples, this popular guide to financial risk management introduces readers to practical quantitative techniques for analyzing and managing financial risk. In a concise and easy-to-read style, each chapter introduces a different topic in mathematics or statistics. As different techniques are introduced, sample problems and application sections demonstrate how these techniques can be applied to actual risk management problems. Exercises at the end of each chapter and the accompanying solutions at the end of the book allow readers to practice the techniques they are learning and monitor their progress. A companion Web site includes interactive Excel spreadsheet examples and templates. Mathematics and Statistics for Financial Risk Management is an indispensable reference for today’s financial risk professional. Vista prèvia a Google Books : https://books.google.es/books?id=bGpXAgAAQBAJ&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=3

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10114858	M71 Mil	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Operational risk with Excel and VBA / Nigel Da Costa Lewis (cop. 2004)

Públic ISBD Títol : Operational risk with Excel and VBA : applied statistical methods for risk management Tipus de document : text imprès Autors : Nigel Da Costa Lewis, Autor Editorial : Hoboken : John Wiley & Sons Data de publicació : cop. 2004 Col·lecció : Wiley finance series Nombre de pàgines : xv, 267 p. ll. : il. Dimensions : 24 cm Material d'acompanyament : 1 disc òptic (CD-ROM) ISBN/ISSN/DL : 978-0-471-47887-4 Nota general : Inclou índex i bibliografia Requeriments del sistema pel disc d'acompanyament: Microsoft Excel 97 o superior Idioma : Anglès (eng) Matèries : Gestió del risc -- Mètodes estadístics Gestió del risc -- Models matemàtics Microsoft Excel (Programa d'ordinador) Visual Basic for applications Classificació : M74 Informàtica Resum : A valuable reference for understanding operational risk Operational Risk with Excel and VBA is a practical guide that only discusses statistical methods that have been shown to work in an operational risk management context. It brings together a wide variety of statistical methods and models that have proven their worth, and contains a concise treatment of the topic. This book provides readers with clear explanations, relevant information, and comprehensive examples of statistical methods for operational risk management in the real world. Vista prèvia a Google Books : http://books.google.es/books?id=JAv0lLhB50YC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Operational risk with Excel and VBA : applied statistical methods for risk management [text imprès] / Nigel Da Costa Lewis, Autor . - Hoboken : John Wiley & Sons, cop. 2004 . - xv, 267 p. : il. ; 24 cm + 1 disc òptic (CD-ROM). - (Wiley finance series) . ISBN : 978-0-471-47887-4 Inclou índex i bibliografia Requeriments del sistema pel disc d'acompanyament: Microsoft Excel 97 o superior Idioma : Anglès (eng) Matèries : Gestió del risc -- Mètodes estadístics Gestió del risc -- Models matemàtics Microsoft Excel (Programa d'ordinador) Visual Basic for applications Classificació : M74 Informàtica Resum : A valuable reference for understanding operational risk Operational Risk with Excel and VBA is a practical guide that only discusses statistical methods that have been shown to work in an operational risk management context. It brings together a wide variety of statistical methods and models that have proven their worth, and contains a concise treatment of the topic. This book provides readers with clear explanations, relevant information, and comprehensive examples of statistical methods for operational risk management in the real world. Vista prèvia a Google Books : http://books.google.es/books?id=JAv0lLhB50YC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10113486	M74 Lew	CD-Rom	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible		Donació: Ramon Alfonso
10112623	M74 Lew	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible		Donació: Ramon Alfonso