User:Interteq/Books/Mathematics for Risk Management

Statistics for Risk Management

 * Basics
 * Moment (mathematics)
 * Probability distribution
 * Cumulative distribution function
 * Mean
 * Variance
 * Skewness
 * Kurtosis
 * Quantile function
 * Probability mass function


 * Applications
 * Value at risk
 * Credit risk
 * RiskMetrics
 * Maximum likelihood


 * Probability Distributions
 * Normal distribution
 * Student's t-distribution
 * Noncentral t-distribution
 * Binomial distribution
 * Chi-squared distribution
 * Autoregressive conditional heteroskedasticity


 * Extreme Value Treatments
 * Extreme value theory
 * Generalized extreme value distribution
 * Generalized Pareto distribution
 * Pickands–Balkema–de Haan theorem
 * Gumbel distribution
 * Fréchet distribution
 * Weibull distribution


 * Correlation
 * Correlation and dependence
 * Correlation function
 * Autocorrelation
 * Autocorrelation technique


 * Time Series Analysis
 * Time series
 * Fourier transform
 * Fast Fourier transform


 * Misc Functions & Methods
 * Chi-squared test
 * Error function
 * Gamma function
 * Beta function
 * Likelihood function
 * Expectation–maximization algorithm
 * Monte Carlo method