Buku Teks :: Kembali

Buku Teks :: Kembali

Mathematics and statistics for financial risk managment

by Michael B. Miller (Wiley, 2014)


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


Jenis Koleksi : Buku Teks
No. Panggil : 332.015 MIL m (1)
Entri utama-Nama orang :
Subjek :
Penerbitan : New Jarsey: Wiley, 2014
Sumber Pengatalogan:
ISBN: 9781118750292
Tipe Konten: text
Tipe Media: unmediated
Tipe Carrier: volume
Edisi: Second edition
Catatan Seri: Willey finance series
Catatan Umum: Buku copy ke-2, koleksi Perpustakaan FEUI
Catatan Versi Asli:
Deskripsi Fisik: 291 pages : illustrations ; 24 cm
Lembaga Pemilik: Universitas Indonesia
Lokasi: Perpustakaan UI, Lantai 2
  • Ketersediaan
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No. Panggil No. Barkod Ketersediaan
332.015 MIL m (1) 01-15-01385 TERSEDIA
332.015 MIL m (1) 01-15-01386 TERSEDIA
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