\u003cp\u003e\u003cb\u003eA mathematical guide to measuring and managing financial risk. Â Â Â Â \u003c/b\u003e\u003c/p\u003e \u003cp\u003eOur modern economy depends on financial markets. Yet financial markets continue to grow in size and complexity. As a result, the management of financial risk has never been more important. \u003cbr /\u003e\u003cbr /\u003e \u003ci\u003eQuantitative Financial Risk Management\u003c/i\u003e introduces students and risk professionals to financial risk management with an emphasis on financial models and mathematical techniques. Each chapter provides numerous sample problems and end of chapter questions. The book provides clear examples of how these models are used in practice and encourages readers to think about the limits and appropriate use of financial models.\u003c/p\u003e \u003cp\u003eTopics include:\u003c/p\u003e \u003cp\u003e\u0026bull;Â Â Â Value at risk\u003cbr /\u003e\u0026bull;Â Â Â Stress testing\u003cbr /\u003e\u0026bull;Â Â Â Credit risk\u003cbr /\u003e\u0026bull;Â Â Â Liquidity risk\u003cbr /\u003e\u0026bull;Â Â Â Factor analysis\u003cbr /\u003e\u0026bull;Â Â Â Expected shortfall\u003cbr /\u003e\u0026bull;Â Â Â Copulas\u003cbr /\u003e\u0026bull;Â Â Â Extreme value theory\u003cbr /\u003e\u0026bull;Â Â Â Risk model backtesting\u003cbr /\u003e\u0026bull; Â Â Bayesian analysis\u003cbr /\u003e\u0026bull; Â Â . . . and much more\u003c/p\u003e
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