Quantitative finance collector
C++ Matlab VBA/Excel Java Mathematica R/Splus Net Code Site Other
Jun 21

Financial Risk Forecasting

Posted by abiao at 09:53 | Paper Review | Comments(5) | Reads(11203)
Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk.  Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques.

Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and MatlabContents include:
Financial markets, prices and risk
Univariate volatility modeling
Multivariate volatility models
Risk measures
Implementing risk forecasts
Analytical value-at-risk for options and bonds
Simulation methods for VaR for options and bonds
Backtesting and stress testing
Extreme value theory
Endogenous risk

You can download the Matlab and R codes at http://www.financialriskforecasting.com/book-code, I would recommend the book “Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab” to anyone who work as a risk analyst and need an introductory, practical book, on top of that, with enough programming codes to play with.

Tags: ,
online assignment help Email Homepage
I really wanted to send a small word to say thanks to you for the fantastic points you are writing on this site.
Useful information, thank you!
Auditing Help Email Homepage
Pretty helpful material, much thanks for this article
I really enjoyed reading on this article.
Very interesting blog. Alot of blogs I see these days don't really provide anything that I'm interested in, but I'm most definately interested in this one. Just thought that I would post and let you know
Pages: 1/1 First page 1 Final page
Add a comment
Enable HTML
Enable UBB
Enable Emots
Nickname   Password   Optional
Site URI   Email   [Register]