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| ◇ Value at Risk ◇ |
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| 類別 |
Financial Management |
| 定價 |
1600 元
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年份 |
2004 |
| 書碼 |
RA92 |
ISBN |
0071239316 |
| 作者 |
Holton |
譯者 |
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| 版次 |
第1版 |
裝訂 |
精裝 |
| 優惠價 |
1440 元
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| 教學配件 |
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Featuring a bottom up approach, Value at Risk builds a systematic knowledge base for high level VaR users. The author applies linear algebra, probability theory, and time series analyses to design scalable production VaR measures. |
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Part I
Overview
Chapter 0
Preface
Chapter 1
Value-at-Risk
Part II
Essential Mathematics
Chapter 2
Mathematical Preliminaries
Chapter 3
Probability
Chapter 4
Statistics and Time Series Analysis
Chapter 5
Monte Carlo Method
Part III
Value-at-Risk
Chapter 6
Market Data
Chapter 7
Inference
Chapter 8
Primary Mappings
Chapter 9
Remappings
Chapter 10
Transformations
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Glyn A. Holton
Contingency Analysis, Boston, Massachusetts, U.S.A. |
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| 作者 Holton |
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