Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management, + WebsiteISBN: 978-0-471-47887-4
Hardcover
288 pages
April 2004
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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NIGEL DA COSTA LEWIS, PHD, is the President of the
quantitative research boutique StatMetrics, offering cutting edge
quantitative solutions to a sophisticated institutional client
base. Dr. Lewis has many years’ work experience as a
quantitative analyst and statistician in London, on Wall Street,
and in academia. His work in quantitative risk management dates
back to the early 1990s, when he developed stress-testing
methodologies for portfolios of derivative securities for Legal
& General Investments. He is the author of a number of books on
risk management and quantitative methods and a regular speaker at
international conferences. His current research work specializes in
the application of computational-intensive quantitative methods to
problems in risk management. He received a PhD in statistics from
the University of Cambridge, and master’s degrees in
statistics, finance, economics, and computer science, all from the
University of London.