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This book provides an intermediate-level guide to the mathematical techniques used in banking and finance. It covers various methods such as Value at Risk (VaR) analysis, Monte Carlo simulation, extreme value theory, and variance, among others. The practical approach of the book enables readers to understand the purpose of these techniques and see their real-world applications through illustrative examples.
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Edition: 1st
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Publisher: John Wiley & Sons
Publishing Year: 2006
ISBN: 978-0470014899
Pages: 312