Can I read Quantitative Financial Risk Management on EtoBox?

Quantitative Financial Risk Management by Michael B. Miller is a book available to read on EtoBox.

What is Quantitative Financial Risk Management about?

Cover 1 Title Page 5 Copyright 6 Contents 7 Preface 9 About the Author 11 1 Overview of Financial Risk Management 15 What Is Risk? 16 Absolute, Relative, and Conditional Risk 16 Intrinsic and Extrinsic Risk 17 Risk and Standard Deviation 18 What Is Financial Risk Management? 18 Types of Financial Risk 20 Market Risk 20 Credit Risk 21 Liquidity Risk 22 Operational Risk 22 Enterprise Risk 22 What Does a Risk Manager Do? 23 A Very Brief History of Risk Management 24 The Future of Risk Management 28 2 Market Risk: Standard Deviation 29 Risk and Standard Deviation 29 Averages 30 Population and Sample Data 30 Discrete Random Variables 32 Continuous Random Variables 33 Expectations 35 Variance and Standard Deviation 40 Standard Deviation with Decay 43 GARCH 50 Moments 52 Skewness 52 Kurtosis 55 Jump-Diffusion Model 57 Dollar Standard Deviation 58 Annualization 60 End-of-Chapter Questions 61 3 Market Risk: Value at Risk 65 What Is Value at Risk? 65 Delta-Normal VaR 69 Historical VaR 70 Hybrid VaR 72 Monte Carlo Simulation 73 Cornish-Fisher VaR 75 Backtesting 79 End-of-Chapter Questions 82 4 Market Risk: Expected Shortfall, and Extreme Value Theory 87 Coherent Risk Measures 87 Monotonicity

Author

Michael B. Miller

Language

EN