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by radial
June 16th, 2012, 2:00 pm
Forum: Book And Research Paper Forum
Topic: Accessible account of Mathematics of Market Risk
Replies: 0
Views: 13251

Accessible account of Mathematics of Market Risk

<t>Hi, I am the author of a relatively new text entitled Essential Mathematics for Market Risk Management, it belongs to the Wiley finance series and it endeavours to develop the mathematical story of market risk management. I have mentioned it before in a post, just after its release date. The book...
by radial
February 23rd, 2012, 10:25 pm
Forum: Book And Research Paper Forum
Topic: Financial Risk Forecasting - by Jon Danielsson
Replies: 1
Views: 16260

Financial Risk Forecasting - by Jon Danielsson

<t>Hello, I teach a postgraduate (MSc) level course in mathematical risk management at Birkbeck, University of London. The book situation for this field has, in my opinion, been pretty poor for several years. Carol Alexander has written a collection of books with lots of worked examples; unfortunate...
by radial
February 8th, 2012, 9:09 pm
Forum: Book And Research Paper Forum
Topic: Risk management - a rigorous yet accessible book!
Replies: 0
Views: 15312

Risk management - a rigorous yet accessible book!

<r>My new book Essential Mathematics for Market Risk Mangement has been mentioned before on this forum. I thought I would mention it again because it may appeal to many mathematically curious readers. My motivation was to write something pitched at both practitioners and students who have a little k...
by radial
January 11th, 2012, 9:15 pm
Forum: Book And Research Paper Forum
Topic: New book on mathematical risk management
Replies: 1
Views: 17438

New book on mathematical risk management

<t>Essential Mathematics for Market Risk Management! Nice new Wiley Finance book, released December 30th, on mathematical risk management. This nicely fills the middle ground between the mathematically advanced McNeil, Frey and Embrechts' Quantitative Risk Management and the mathematically light boo...
by radial
January 11th, 2012, 8:53 pm
Forum: Book And Research Paper Forum
Topic: Best book on Risk Management
Replies: 5
Views: 20393

Best book on Risk Management

<t>Here is a new book that you may be interested in, "Essential Mathematics for Market Risk Management" by Simon Hubbert. As its title suggests, it nicely explores the mathematics of market risk - not as advanced as McNeil, Frey and Embrechts; but the author spends a lot of time explaining concepts ...