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Financial Risk Analytics A Mathematical Introduction with R and Python

Coming soon in March 2027

Authors

, Nanyang Technological University, Singapore

Description

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…

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Key features

  • Includes detailed proofs and derivations for most results to encourage a better and more thorough understanding of course concepts
  • Illustrates statistical concepts with statistical experiments using actual data, helping students to bridge the gap between theory and practice
  • Features code examples in Python and R, which are all available online, giving a hands-on experience to students

About the book

  • Subjects Mathematical Finance,Mathematics,Statistics and Probability,Statistics for Econometrics, Finance and Insurance
  • Format: Hardback
    • Expected publication date: 31 March 2027
    • ISBN: 9781009672962
    • Dimensions (mm): 254 x 178 mm
    • Page extent: 420 pages
    • Availability: Not yet published - available from
  • Format: Paperback
    • Expected publication date: 31 March 2027
    • ISBN: 9781009672993
    • Dimensions (mm): 254 x 178 mm
    • Page extent: 420 pages
    • Availability: Not yet published - available from
  • Format: Digital
    • Expected publication date: 25 March 2027
    • ISBN: 9781009672979