Quantitative Enterprise Risk Management
- Textbook
Description
This well-balanced introduction to enterprise risk management integrates quantitative and qualitative approaches and motivates key mathematical and statistical methods with abundant real-world cases - both successes and failures. Worked examples and end-of-chapter exercises support readers in consolidating what they learn. The mathematical level, which is suitable for graduate and senior undergraduate students in quantitative programs, is pitched to give readers a solid understanding of the concepts and principles involved, without diving too deeply into more complex theory. To reveal the…
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Key features
- Many exercises of several different types - qualitative discussions, mathematical calculations, computational exercises on real data sets - help readers to develop a full skill set
- Detailed descriptions of risk management successes and failures in the real world reinforce the connection between strong technical skills and financial and economic aims
- Coverage of topics missing from most risk management texts - applications of behavioural finance to risk management, capital allocation, performance measurement - creates a valuable resource
About the book
- DOI https://doi.org/10.1017/9781009089470
- Series International Series on Actuarial Science
- Subjects Economics,Finance and Accountancy,General Statistics and Probability,Statistics and Probability,Statistics for Econometrics, Finance and Insurance
- Format: Hardback
- Publication date: 28 July 2022
- ISBN: 9781009098465
- Dimensions (mm): 229 x 152 mm
- Weight: 1.09kg
- Page extent: 698 pages
- Availability: Available
- Format: Digital
- Publication date: 28 July 2022
- ISBN: 9781009089470
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