000			02802nam a2200349 a 4500
001			ebr10529315
003			CaPaEBR
006			m u
007			cr cn|||||||||
008			110923s2012 njua sb 001 0 eng d
010			_z 2011039256
020			_z9781118170625 (hardback)
020			_z9781118227770 (e-book)
040			_aCaPaEBR _cCaPaEBR
035			_a(OCoLC)785777914
050	1	4	_aHD61 _b.M537 2012eb
082	0	4	_a332.01/5195 _223
100	1		_aMiller, Michael B.
245	1	0	_aMathematics and statistics for financial risk management _h[electronic resource] / _cMichael B. Miller.
260			_aHoboken, N.J. : _bWiley, _c2012.
300			_axi, 281 p. : _bill.
490	1		_aWiley finance
504			_aIncludes bibliographical references and index.
520			_a"In chapter 1, there is a review three math topics -- logarithms, combinatorics, and geometric series - and one financial topic, discount factors. Emphasis will be given to the specific aspects of these topics that are most relevant to risk management. In chapter 2, the author explores the application of probabilities to risk management. There is also an introduction to basic terminology and notations that will be used throughout the rest of the book. In chapter 3, Miller teaches how to describe a collection of data in precise statistical terms. Many of the concepts will be familiar, but the notation and terminology might be new. This notation and terminology will be used throughout the rest of the book. In chapter 4, some of the most common probability distributions will be pointed out, followed by a chapter on two closely related topics, confidence intervals and hypothesis testing. For risk management, these are possibly the two most important concepts in statistics. Chapter 6 provides a basic introduction to linear regression models. At the end of the chapter, Miller explores two risk management applications, factor analysis and stress testing. The final chapter is on a class of estimators, which has become very popular in finance and risk management for analyzing historical data. These models hint at the limitations of the type of analysis that we have been explores in previous chapters. This book has a lot of charts and equations"-- _cProvided by publisher.
533			_aElectronic reproduction. _bPalo Alto, Calif. : _cebrary, _d2011. _nAvailable via World Wide Web. _nAccess may be limited to ebrary affiliated libraries.
650		0	_aRisk management _xMathematical models.
650		0	_aRisk management _xStatistical methods.
655		7	_aElectronic books. _2local
710	2		_aebrary, Inc.
830		0	_aWiley finance series.
856	4	0	_uhttp://site.ebrary.com/lib/rucke/Doc?id=10529315 _zAn electronic book accessible through the World Wide Web; click to view
999			_c233649 _d233649