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Item Details
Title: ACTIVE RISK MANAGEMENT
FINANCIAL MODELS AND STATISTICAL METHODS
By: Tze Leung Lai, Haipeng Xing
Format: Electronic book text

List price: £57.99


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ISBN 10: 1439839492
ISBN 13: 9781439839492
Publisher: TAYLOR & FRANCIS INC
Pub. date: 15 February, 2017
Series: Chapman and Hall/CRC Financial Mathematics Series
Pages: 350
Synopsis: Following the recent financial crisis, risk management in financial institutions, particularly in banks, has attracted widespread attention and discussion. Novel modeling approaches and courses to educate future professionals in industry, government, and academia are of timely relevance. This book introduces an innovative concept and methodology developed by the authors: active risk management. It is suitable for graduate students in mathematical finance/financial engineering, economics, and statistics as well as for practitioners in the fields of finance and insurance. The book's website features the data sets used in the examples along with various exercises.
Illustrations: 80 Illustrations, black and white
Publication: US
Imprint: CRC Press Inc
Returns: Non-returnable
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