Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Financial Risk Analytics: A Mathematical Introduction with R and Python

Financial Risk Analytics: A Mathematical Introduction with R and Python

Privault, Nicolas

Paperback

Business General

PREORDER - Expected ship date March 31, 2027

ISBN10: 1009672991
ISBN13: 9781009672993
Publisher: Cambridge University Press
Published: Mar 31 2027
Pages: 420
Language: English
Based on graduate-level courses at Nanyang Technological University in Singapore, this engaging textbook presents mathematical tools used for financial risk modeling and related analytics. Organized into three parts, the book begins with stochastic modeling. Part II focuses on classical risk measures, and Part III presents more advanced concepts in credit risk. Designed to be largely self-contained, the text assumes only a basic knowledge of undergraduate probability and statistics. Detailed proofs and derivations encourage a thorough understanding. Statistical concepts are illustrated with statistical experiments using actual data, helping students to bridge the gap between theory and practice. All code examples are presented in both Python and R. The code is available within the text and as an online supplement, alongside the complete exercise solutions. This serves as a core text for financial risk management courses within BSc and MSc programs in risk analytics, financial mathematics, actuarial science, and data analytics.

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