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Description Mathematics and Statistics for Financial Risk Management (2nd ed) by Michael B. Miller Wiley | December 2013 | ISBN-10: 1118750292 | True PDF | 336 pages | 30.5 mb http://www.amazon.com/Mathematics-Statistics-Financial-Risk-Management/dp/1118750292 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. This incisive resource: - Covers basic statistical concepts—from standard deviation and correlation to regression analysis and hypothesis testing - Explores widely used risk models, including value at risk, factor analysis, Monte Carlo simulation, and stress testing - Contains numerous sample problems and end-of-chapter exercises (with answers) - Includes a companion website with Excel examples and templates - Features two new chapters, which cover multivariate distributions, copulas, and Bayesian analysis Mathematics and Statistics for Financial Risk Management is an indispensable reference for today's financial risk professional. About the Author Michael B. Miller studied economics at the American University of Paris and the University of Oxford before starting a career in finance. He has worked in risk management for more than 10 years and is currently the CEO of Northstar Risk Corp. CONTENTS Preface ix What’s New in the Second Edition xi Acknowledgments xiii Chapter 1 Some Basic Math 1 Chapter 2 Probabilities 15 Chapter 3 Basic Statistics 29 Chapter 4 Distributions 61 Chapter 5 Multivariate Distributions and Copulas 89 Chapter 6 Bayesian Analysis 113 Chapter 7 Hypothesis Testing and Confidence Intervals 135 Chapter 8 Matrix Algebra 155 Chapter 9 Vector Spaces 169 Chapter 10 Linear Regression Analysis 195 Chapter 11 Time Series Models 215 Chapter 12 Decay Factors 237 Appendix A Binary Numbers 249 Appendix B Taylor Expansions 251 Appendix C Vector Spaces 253 Appendix D Greek Alphabet 255 Appendix E Common Abbreviations 257 Appendix F Copulas 259 Answers 263 References 303 About the Author 305 About the Companion Website 307 Index 309 Related Torrents
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