Title Statements
- Full title :Essential mathematics for market risk management / Simon Hubbert.
Edition Statements
- Publication Date:2012.
Publication Statements
- Publisher(s):Wiley
- Place of Publication:Chichester
- Language:eng
- Publication Date:2012.
The Physical Object
- Description:1 online resource (xiv, 335 pages) : : illustrations.
Edition Identifiers
- ISBN:1119953014, 9781119953012, 9781118467213, 1118467213, 9781119953029, 1119953022, 9781119953036, 1119953030
- oclc:ocn860560533
- LC Classification:HD61
- Dewey Decimal:658.155015118
Table of Contents
Essential Mathematics for Market Risk Management; Contents; Preface; 1 Introduction; 1.1 Basic Challenges in Risk Management; 1.2 Value at Risk; 1.3 Further Challenges in Risk Management; 2 Applied Linear Algebra for Risk Managers; 2.1 Vectors and Matrices; 2.2 Matrix Algebra in Practice; 2.3 Eigenvectors and Eigenvalues; 2.4 Positive Definite Matrices; 3 Probability Theory for Risk Managers; 3.1 Univariate Theory; 3.1.1 Random variables; 3.1.2 Expectation; 3.1.3 Variance; 3.2 Multivariate Theory; 3.2.1 The joint distribution function; 3.2.2 The joint and marginal density functions.
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