A Practical Guide: Modeling Financial Risk with MATLAB

对于金融机构，风险建模是识别，评估，控制和监控风险的普遍做法。MATLAB应用的数学风险模型和统计方法^®(e.g., regression, Monte Carlo simulation, and copulas) are used by risk professionals to quantify the impact of risk, optimize capital allocation, accelerate regulatory submission, and enable more risk-based service offerings.

This ebook is a practical guide to modeling financial risk with MATLAB and provides access to applied examples, documentation, and user stories. Learn more about:

• Types of financial risk models in MATLAB, including credit risk, market risk, operational risk, systemic risk, liquidity risk, concentration risk, capital risk, and value at risk
• How to improve your product offerings through automated risk-integrated service improvements
• 您如何适应MATLAB中的风险模型以符合新法规并解决新的风险因素，从而减少项目时间
• Real-world application of mathematical modeling and statistical methods with MATLAB