The objective of this book is to provide perspective on the theory and practice of the management of financial institutions with an emphasis on risk measurement and management. Financial institutions include commercial banks, investment banks, savings banks, credit unions, insurance companies, and financial companies such as mutual funds.
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The objective of this book is to provide perspective on the theory and practice of the management of financial institutions with an emphasis on risk m...
The content of this book was initially assembled during my Ph.D. studies at the University of Tennessee as a means to keep track of lessons learned applying statistical analysis to finance and economic problems. Quite often I encountered scenarios where available documentation was limited, nonexistent, or was inadequately explained. It is my hope that this book fills in gaps in understanding for you as it has for me. The first eight chapters of this book provide some of the fundamental statistical analyses (i.e., converting low-frequency data to high-frequency data and performing univariate...
The content of this book was initially assembled during my Ph.D. studies at the University of Tennessee as a means to keep track of lessons learned ap...
