Marius Hofert,The Quantitative Risk Management Exercise Book

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Title: The Quantitative Risk Management Exercise Book
Author(s): Marius Hofert,
Princeton University

Preface
Contents
1 Risk in Perspective
2 Basic Concepts in Risk Management
3 Empirical Properties of Financial Data
4 Financial Time Series
5 Extreme Value Theory
6 Multivariate Models
7 Copulas and Dependence
8 Aggregate Risk
9 Market Risk
10 Credit Risk
11 Portfolio Credit Risk Management
References


Contents Preface
1 Risk in Perspective Review.
Case Studies Discussion
2 Basic Concepts in Risk Management
Review.
Basic.
Advanced
3 Empirical Properties of Financial Data
Review.
Basic..
Advanced
4 Financial Time Series
Review.
Basic.
Advanced
5 Extreme Value Theory
Review.
Basic.
Advanced
6 Multivariate Models
Review.
Basic.
Advanced
7 Copulas and Dependence
Review.
Basic..
Advanced

8 Aggregate Risk
Review.
Basic.
Advanced
9 Market Risk
Review.
Basic.
Advanced
10 Credit Risk
eview.
Basic.
Advanced
11 Portfolio Credit Risk Management
Review.
Basic.
Advanced References



The Quantitative Risk Management Exercise Book Marius Hofert, Princeton University .pdf (1.94 MB, 需要: RMB 19 元)

2026-7-15 18:30:06 上传

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关键词：Quantitative QUANTITATIV Management Managemen exercise