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Shadows: A Novel

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The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management and equips readers--whether financial risk analysts, actuaries, regulators, or students of quantitative finance--with practical tools to solve real-world problems. The authors cover methods for market, credit, and operational risk modelling; place standard industry approaches on a more formal footing; and describe recent developments that go beyond, and address main deficiencies of, current practice.

The book's methodology draws on diverse quantitative disciplines, from mathematical finance through statistics and econometrics to actuarial mathematics. Main concepts discussed include loss distributions, risk measures, and risk aggregation and allocation principles. A main theme is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. The techniques required derive from multivariate statistical analysis, financial time series modelling, copulas, and extreme value theory. A more technical chapter addresses credit derivatives. Based on courses taught to masters students and professionals, this book is a unique and fundamental reference that is set to become a standard in the field.

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ISBN:
9780385423700
9780553560275
9780553074741
9780307768025
9781441823687
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Grouping Information

Grouped Work ID 2db86852-f7d9-c9d6-1a0e-124361a31234
Grouping Title shadows
Grouping Author saul john
Grouping Category book
Last Grouping Update 2018-08-19 22:52:19PM
Last Indexed 2018-08-19 23:42:52PM

Solr Details

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auth_author2 Charles, J.
author John Saul
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display_description The Academy is a school for special children, gifted or cursed with extraordinary minds. Josh tries to save the others from an evil intellect and death.
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id 2db86852-f7d9-c9d6-1a0e-124361a31234
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owning_library_catalog Nashville Public Library
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primary_isbn 9780385423700
publishDate 1992, 2009, 2010
record_details ils:CARL0000060799|Book|Books||English|Linda Grey Bantam Books,|c1992.|390 p. ; 24 cm., ils:CARL0000340894|Playaway|Audio Books|Unabridged.|English|Playaway Digital Audio :|[2009], p1992.|1 sound media player (ca. 12 hr.) : digital ; 3 3/8 x 2 1/8 in., overdrive:d29ff252-896f-4537-8d2f-06ac2c9c8d7d|eBook|eBook||English|Random House Publishing Group|2010|
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subject_facet Audiobooks, Gifted children -- Education -- Fiction, Good and evil -- Fiction, Horror tales, Terror -- Fiction
title_display Shadows
title_full Shadows / John Saul, Shadows A Novel, Shadows [sound recording] / John Saul
title_short Shadows
title_sub A Novel
topic_facet Audiobooks, Education, Fiction, Gifted children, Good and evil, Horror, Horror tales, Suspense, Terror, Thriller