A mathematical guide to measuring and managing financial risk.

Our modern economy depends on financial markets. Yet financial markets continue to grow in size and complexity. As a result, the management of financial risk has never been more important.

Quantitative Financial Risk Management introduces students and risk professionals to financial risk management with an emphasis on financial models and mathematical techniques. Each chapter provides numerous sample problems and end of chapter questions. The book provides clear examples of how these models are used in practice and encourages readers to think about the limits and appropriate use of financial models.

衡量和管理金融风险的数学指南。
我们的现代经济依赖于金融市场。然而，金融市场的规模和复杂性仍在不断增长。因此，财务风险的管理变得前所未有的重要。
定量金融风险管理向学生和风险专业人士介绍金融风险管理，重点是金融模型和数学技术。每章都提供了大量的示例问题和章末问题。这本书提供了如何在实践中使用这些模型的明确例子，并鼓励读者思考金融模型的限制和适当使用。