Essential mathematics for market risk management. (2012)

• Record Type: Book
• Further Information: Note: Simon Hubbert.
• Other Names: Hubbert, Simon
• Contents: Essential Mathematics for Market Risk Management; Contents; Preface; 1 Introduction; 1.1 Basic Challenges in Risk Management; 1.2 Value at Risk; 1.3 Further Challenges in Risk Management; 2 Applied Linear Algebra for Risk Managers; 2.1 Vectors and Matrices; 2.2 Matrix Algebra in Practice; 2.3 Eigenvectors and Eigenvalues; 2.4 Positive Definite Matrices; 3 Probability Theory for Risk Managers; 3.1 Univariate Theory; 3.1.1 Random variables; 3.1.2 Expectation; 3.1.3 Variance; 3.2 Multivariate Theory; 3.2.1 The joint distribution function; 3.2.2 The joint and marginal density functions.
• Publisher Details: Hoboken, N.J : Wiley
• Publication Date: 2012
• Extent: 1 online resource (xiv, 335 pages), illustrations
• Subjects: 658.15/50151; Risk management -- Mathematical models; Capital market -- Mathematical models; BUSINESS & ECONOMICS -- Insurance -- Risk Assessment & Management; Capital market -- Mathematical models; Risk management -- Mathematical models; Electronic books
• Languages: English
• ISBNs: 9781118467213; 1118467213; 9781119953012; 1119953014; 9781119953029; 1119953022; 9781119953036
• Related ISBNs: 9781119979524
• Notes: Note: Includes bibliographical references and index.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.