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The Mathematics of Banking and Finance
Hardcover
Series: Wiley Finance, Book 329
ISBN13: 9780470014899
Publisher: Wiley
Published: May 19 2006
Pages: 312
Weight: 1.70
Height: 0.97 Width: 6.82 Depth: 9.88
Language: English
The Mathematics of Banking offers an intermediate guide to the various techniques used in the industry, and a consideration of how each one should be approached. Written in a practical style, it will enable readers to quickly appreciate the purpose of the techniques and, through illustrations, see how they can be applied in practice. Coverage is extensive and includes techniques such as VaR analysis, Monte Carlo simulation, extreme value theory, variance and many others.
- A practical review of mathematical techniques needed in banking which does not expect a high level of mathematical competence from the reader
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