Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and MATLAB

by Jón Daníelsson

Book Overview

Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques.

Written by renowned risk expert Jon Danielsson,...

• Format: Hardcover
• Language: English
• ISBN: 0470669438
• ISBN13: 9780470669433
• Release Date: April 2011
• Publisher: Wiley
• Length: 304 Pages
• Weight: 1.54 lbs.
• Dimensions: 0.9" x 6.9" x 9.7"