Essential Mathematics for Market Risk Management
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Published By John Wiley & Sons, Ltd.

9781118467213, 9781119979524

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The Capital Asset Pricing Model (CAPM)

Essential Mathematics for Market Risk Management ◽

10.1002/9781118467213.ch7 ◽

2012 ◽

pp. 91-99

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Portfolio Theory II

Essential Mathematics for Market Risk Management ◽

10.1002/9781118467213.ch6 ◽

2012 ◽

pp. 77-89

Keyword(s):

Portfolio Theory

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Portfolio Theory I

Essential Mathematics for Market Risk Management ◽

10.1002/9781118467213.ch5 ◽

2012 ◽

pp. 63-75

Keyword(s):

Portfolio Theory

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Optimization Tools

Essential Mathematics for Market Risk Management ◽

10.1002/9781118467213.ch4 ◽

2012 ◽

pp. 43-61

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Front Matter

Essential Mathematics for Market Risk Management ◽

10.1002/9781118467213.fmatter ◽

2012 ◽

pp. i-xiv

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Probability Theory for Risk Managers

Essential Mathematics for Market Risk Management ◽

10.1002/9781118467213.ch3 ◽

2012 ◽

pp. 27-41

Keyword(s):

Probability Theory ◽

Risk Managers

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Maximum Likelihood Estimation

Essential Mathematics for Market Risk Management ◽

10.1002/9781118467213.ch16 ◽

2012 ◽

pp. 207-216

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation

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Non-linear Value at Risk

Essential Mathematics for Market Risk Management ◽

10.1002/9781118467213.ch14 ◽

2012 ◽

pp. 185-195

Keyword(s):

At Risk ◽

Value At Risk ◽

Non Linear

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A Crash Course on Financial Derivatives

Essential Mathematics for Market Risk Management ◽

10.1002/9781118467213.ch13 ◽

2012 ◽

pp. 169-184

Keyword(s):

Financial Derivatives

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A Survey of Useful Distribution Functions

Essential Mathematics for Market Risk Management ◽

10.1002/9781118467213.ch12 ◽

2012 ◽

pp. 151-167

Keyword(s):

Distribution Functions

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