Preface
Preface
Preface
Risk Modelling and its Myths
Mastering the R Statistical Package
Key Concepts on Probability
Tools for Describing Risk Factors and Portfolios
The Essentials of Hypothesis Testing for Risk Managers
Alternative Methods to Measure Correlation
A Primer On Maximum Likelihood Estimation
Regression in a Nutshell
Fitting Probability Distributions to Data
Practical Principal Components Analysis
Three Essential Models for Volatility
Random Numbers and Applied Simulation
Tail Risk Modelling
Conclusion to 'Market Risk Modelling (2nd edition)'
Knowledge of risk modelling offers a powerful, and often very lucrative, addition to the toolkit of the modern investment professional. Accomplished business leaders and prosperous fund managers the world over understand and seek out those who possess these unique skills. It is telling that the compensation for even a junior quantitative investment analyst can reach well into six figures. Competition for talent is fierce, while supply remains limited. Truly great investment professionals understand this, develop their knowledge and transform their career trajectory as they rise to the very top of their industry. This book will assist greatly if this is your goal.
Within a few short years, the role of statistical methods in the analysis of investment risk has grown exponentially. As predicted in my earlier books, it has become a very important tool in the everyday life of the investment professional. The need for a sound understanding of applied statistical methods has never been greater, and indeed it has developed into a competitive factor. There is no rehab programme for being addicted to the power of quantitative inference. Once you have experienced the incredible benefits
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Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net