00000cam a22000004i 4500 UP-99796217612665620 Buklod 20180203152838.0 m |o d | ta 180203s2014 xx d r |||| u| 9781118750292 (iLib)UPD-00360912549 DLC DSTC rda eng DMLUC HD 61 M55 2013 Miller, Michael B. (Michael Bernard) 1973- author. Mathematics and statistics for financial risk management Michael B. Miller. 2nd Edition. Hoboken Wiley 2013. ©2014. xiii, 309 pages illustrations 25 cm content rdacarrier unmediated rdamedia volume rdacarrier Wiley finance Includes bibliographical references and index. This is an excellent book to grasp the basics of financial risk management. Everything in the book is explained from scratch and the concepts are very well exemplified with real life situations. Accompanied with a website filled with excel sheets for application, the book is great for future course material. This Second Edition of Mathematics and Statistics for Financial Risk Management includes 2 new chapters. The first chapter is on Bayesian Analysis and covers Bayes' Theorem, Many State Problems, Continuous Distributions, Bayesian Networks, and Bayesian Networks versus Correlation Matrices. The second new chapter is on Hypothesis Testing & Confidence Intervals and is on The Sample Mean Revisited, Sample Variance Revisited, Confidence Intervals, Hypothesis Testing, Chebyshev's Inequality, and Application: VaR. All chapters will have problems for testing and answers online. Risk management Mathematical models. Risk management Statistical methods. FO UPD DSTC HD 61 M537 2013 Book