Market risk modelling : applied statistical methods for practitioners / Nigel Da Costa Lewis.
Material type:
TextPublisher: London : Risk Books, [2012]Copyright date: ©2012Edition: Second editionDescription: 1 online resource (xiii, 242 pages) : illustrationsContent type: - text
- computer
- online resource
- 9781782720065
- 1782720065
- 658.155015195 22
- HD61 .L48 2012eb
| Item type | Home library | Collection | Call number | Materials specified | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|
Electronic-Books
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OPJGU Sonepat- Campus | E-Books EBSCO | Available |
Includes bibliographical references (pages 227-234) and index.
Risk modelling and its myths. -- Mastering the R statistical package. -- Key concepts on probability. -- Tools for describing risk factors and portfolios. -- The essentials of hypothesis testing for risk managers. -- Alternative methods to measure correlation. -- A primer on maximum likelihood estimation. -- Regression in a nutshell. -- Fitting probability distributions to data. -- Practical principal components analysis. -- Three essential models for volatility. -- Random numbers and applied simulation. -- Tail risk modelling. -- Conclusions.
Print version record.
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