Financial risk forecasting : the theory and practice of forecasting market risk, with implementation in R and Matlab / Jón Daníelsson. [electronic resource] Daníelsson, Jón. Financial risk management Forecasting. Financial risk management Simulation methods. HG6024.3 .D365 2011eb 658.1550112 22 Formerly CIP. Uk Includes bibliographical references and index. Print version record. Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques. Written by renowned risk expert Jon Danielsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear dependence. It then goes on to pres. Chichester : John Wiley, 2011. 2011. 2011 Text 1 online resource (xxi, 274 pages) : http://onlinelibrary.wiley.com/book/10.1002/9781119205869 eng Wiley finance series Wiley finance series. Financial risk forecasting. Financial risk forecasting.