Quantitative Risk Management
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Quantitative Risk Management
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Author : Alexander J. McNeil
language : en
Publisher: Princeton University Press
Release Date : 2015-05-26
Quantitative Risk Management written by Alexander J. McNeil and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-26 with Business & Economics categories.
This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems. Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives. Fully revised and expanded to reflect developments in the field since the financial crisis Features shorter chapters to facilitate teaching and learning Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing Includes a new chapter on market risk and new material on risk measures and risk aggregation
Quantitative Risk Management
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Author : Rudiger Frey
language : en
Publisher:
Release Date : 2010
Quantitative Risk Management written by Rudiger Frey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
Certified Quantitative Risk Management
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Author : Johnathan Mun
language : en
Publisher: Createspace Independent Publishing Platform
Release Date : 2015-07-18
Certified Quantitative Risk Management written by Johnathan Mun and has been published by Createspace Independent Publishing Platform this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-18 with categories.
Lecture Slides for CQRM 2015
Readings In Certified Quantitative Risk Management Cqrm
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Author : Johnathan Mun
language : en
Publisher:
Release Date : 2015
Readings In Certified Quantitative Risk Management Cqrm written by Johnathan Mun and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.
Quantitative Risk Management
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Author : Thomas Coleman
language : en
Publisher:
Release Date : 2012
Quantitative Risk Management written by Thomas Coleman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Risk management categories.
State of the art risk management techniques and practices-supplemented with interactive analytics All too often risk management books focus on risk measurement details without taking a broader view. Quantitative Risk Management delivers a synthesis of common sense management together with the cutting-edge tools of modern theory. This book presents a road map for tactical and strategic decision making designed to control risk and capitalize on opportunities. Most provocatively it challenges the conventional wisdom that "risk management" is or ever should be delegated to a separate department. Good managers have always known that managing risk is central to a financial firm and must be the responsibility of anyone who contributes to the profit of the firm. A guide to risk management for financial firms and managers in the post-crisis world, Quantitative Risk Management updates the techniques and tools used to measure and monitor risk. These are often mathematical and specialized, but the ideas are simple. The book starts with how we think about risk and uncertainty, then turns to a practical explanation of how risk is measured in today's complex financial markets. Covers everything from risk measures, probability, and regulatory issues to portfolio risk analytics and reporting Includes interactive graphs and computer code for portfolio risk and analytics Explains why tactical and strategic decisions must be made at every level of the firm and portfolio Providing the models, tools, and techniques firms need to build the best risk management practices, Quantitative Risk Management is an essential volume from an experienced manager and quantitative analyst.
Quantitative Risk Management Using Python
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Author : Peng Liu
language : en
Publisher: Springer Nature
Release Date : 2025-09-17
Quantitative Risk Management Using Python written by Peng Liu and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-09-17 with Computers categories.
Gain an understanding of various financial risks, the benefits of portfolio diversification, and the fundamental trade-off between risk and return. This book takes an in-depth journey into the world of quantitative risk management using Python, focusing on credit and market risk, with an extension to model risk. You'll start by reviewing the different types of financial risk, the benefit of diversification in a portfolio, and the fundamental trade-off between risk and return. The book then offers an in-depth look at managing credit and market risk in today's dynamic markets, all with practical Python implementations. Moving on, you’ll examine common hedging strategies used to manage investment positions, along with practical implementations on evaluating risk-adjusted, as well as downside risk measures. Finally, you’ll be introduced to common risks related to the development and use of machine learning models in finance. Whether you're a finance professional, academic, or student, Quantitative Risk Management Using Python will empower you to make informed decisions in today's complex financial landscape. What You Will Learn Explore techniques to assess and manage the risk of default by borrowers or counterparties. Identify, measure, and mitigate risks arising from fluctuations in market prices. Understand how derivatives can be employed for risk management purposes. Delve into both static and dynamic hedging techniques to protect investment positions, including practical applications for evaluating risk-adjusted and downside risk measures. Identify and address risks associated with the development and deployment of machine learning models in financial contexts. Who This Book Is For Finance professionals, academics, and students seeking to deepen their understanding of Quantitative Risk Management using Python, especially those interested in navigating the intricate domains of credit, market and model risk within the financial sector and beyond.
Innovations In Quantitative Risk Management
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Author : Kathrin Glau
language : en
Publisher: Springer
Release Date : 2015-01-09
Innovations In Quantitative Risk Management written by Kathrin Glau and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-01-09 with Mathematics categories.
Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires finding a careful balance between parsimonious model assumptions, mathematical viability, and interpretability of the output. Moreover, data requirements and the end-user training are to be considered as well. The KPMG Center of Excellence in Risk Management conference Risk Management Reloaded and this proceedings volume contribute to bridging the gap between academia –providing methodological advances– and practice –having a firm understanding of the economic conditions in which a given model is used. Discussed fields of application range from asset management, credit risk, and energy to risk management issues in insurance. Methodologically, dependence modeling, multiple-curve interest rate-models, and model risk are addressed. Finally, regulatory developments and possible limits of mathematical modeling are discussed.
Quantitative Risk Management Website
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Author : Thomas S. Coleman
language : en
Publisher: John Wiley & Sons
Release Date : 2012-05-08
Quantitative Risk Management Website written by Thomas S. Coleman and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-08 with Business & Economics categories.
State of the art risk management techniques and practices—supplemented with interactive analytics All too often risk management books focus on risk measurement details without taking a broader view. Quantitative Risk Management delivers a synthesis of common sense management together with the cutting-edge tools of modern theory. This book presents a road map for tactical and strategic decision making designed to control risk and capitalize on opportunities. Most provocatively it challenges the conventional wisdom that "risk management" is or ever should be delegated to a separate department. Good managers have always known that managing risk is central to a financial firm and must be the responsibility of anyone who contributes to the profit of the firm. A guide to risk management for financial firms and managers in the post-crisis world, Quantitative Risk Management updates the techniques and tools used to measure and monitor risk. These are often mathematical and specialized, but the ideas are simple. The book starts with how we think about risk and uncertainty, then turns to a practical explanation of how risk is measured in today's complex financial markets. Covers everything from risk measures, probability, and regulatory issues to portfolio risk analytics and reporting Includes interactive graphs and computer code for portfolio risk and analytics Explains why tactical and strategic decisions must be made at every level of the firm and portfolio Providing the models, tools, and techniques firms need to build the best risk management practices, Quantitative Risk Management is an essential volume from an experienced manager and quantitative analyst.
Readings In Certified Quantitative Risk Management Cqrm
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Author : Johnathan Mun
language : en
Publisher:
Release Date : 2015-07-04
Readings In Certified Quantitative Risk Management Cqrm written by Johnathan Mun and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-04 with Business & Economics categories.
Readings in Certified Quantitative Risk Management (CQRM) with advanced analytics applications in Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, Portfolio Optimization, Data Analytics, Business Intelligence, and Decision Modeling. This is required reading material when taking the IIPER's globally-accredited CQRM certification program.
Innovations In Quantitative Risk Management
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Author : Kathrin Glau
language : en
Publisher: Springer
Release Date : 2015-01-14
Innovations In Quantitative Risk Management written by Kathrin Glau and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-01-14 with Mathematics categories.
Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires finding a careful balance between parsimonious model assumptions, mathematical viability, and interpretability of the output. Moreover, data requirements and the end-user training are to be considered as well. The KPMG Center of Excellence in Risk Management conference Risk Management Reloaded and this proceedings volume contribute to bridging the gap between academia –providing methodological advances– and practice –having a firm understanding of the economic conditions in which a given model is used. Discussed fields of application range from asset management, credit risk, and energy to risk management issues in insurance. Methodologically, dependence modeling, multiple-curve interest rate-models, and model risk are addressed. Finally, regulatory developments and possible limits of mathematical modeling are discussed.