2008, ISBN: 9780124016903

Multi-Asset Risk Modelingdescribes, in a single volume, the latest and most advanced risk modeling techniques for equities, debt, fixed income, futures and derivatives, commodities, and f… Plus…

Multi-Asset Risk Modelingdescribes, in a single volume, the latest and most advanced risk modeling techniques for equities, debt, fixed income, futures and derivatives, commodities, and foreign exchange, as well as advanced algorithmic and electronic risk management. Beginning with the fundamentals of risk mathematics and quantitative risk analysis, the book moves on to discuss the laws in standard models that contributed to the 2008 financial crisis and talks about current and future banking regulation. Importantly, it also explores algorithmic trading, which currently receives sparse attention in the literature. By giving coherent recommendations about which statistical models to use for which asset class, this book makes a real contribution to the sciences of portfolio management and risk management. Covers all asset classesProvides mathematical theoretical explanations of risk as well as practical examples with empirical dataIncludes sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commodities | Multi-asset Risk Modeling by Morton Glantz Hardcover | Indigo Chapters Books > Business > Small Business > Accounting P10110, Morton Glantz<

2008, ISBN: 9780124016903

Multi-Asset Risk Modeling describes, in a single volume, the latest and most advanced risk modeling techniques for equities, debt, fixed income, futures and derivatives, commodities, and … Plus…

Multi-Asset Risk Modeling describes, in a single volume, the latest and most advanced risk modeling techniques for equities, debt, fixed income, futures and derivatives, commodities, and foreign exchange, as well as advanced algorithmic and electronic risk management. Beginning with the fundamentals of risk mathematics and quantitative risk analysis, the book moves on to discuss the laws in standard models that contributed to the 2008 financial crisis and talks about current and future banking regulation. Importantly, it also explores algorithmic trading, which currently receives sparse attention in the literature. By giving coherent recommendations about which statistical models to use for which asset class, this book makes a real contribution to the sciences of portfolio management and risk management.Covers all asset classes Provides mathematical theoretical explanations of risk as well as practical examples with empirical dataIncludes sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commodities Books, [PU: Academic Press]<

2008, ISBN: 9780124016903

Hardback, [PU: Elsevier Science Publishing Co Inc], Beginning with the fundamentals of risk mathematics and quantitative risk analysis, this book discusses the laws in standard models tha… Plus…

Hardback, [PU: Elsevier Science Publishing Co Inc], Beginning with the fundamentals of risk mathematics and quantitative risk analysis, this book discusses the laws in standard models that contributed to the 2008 financial crisis and talks about current and future banking regulation. It provides mathematical theoretical explanations of risk as well as practical examples with empirical data., Business, Finance & Law, Economic Forecasting, Economic Forecasting, International Finance, International Finance, Finance, Banking, Investment & Securities, Commodities, Business Mathematics & Systems<

2008, ISBN: 9780124016903

Hardback, [PU: Elsevier Science Publishing Co Inc], Beginning with the fundamentals of risk mathematics and quantitative risk analysis, this book discusses the laws in standard models tha… Plus…

Hardback, [PU: Elsevier Science Publishing Co Inc], Beginning with the fundamentals of risk mathematics and quantitative risk analysis, this book discusses the laws in standard models that contributed to the 2008 financial crisis and talks about current and future banking regulation. It provides mathematical theoretical explanations of risk as well as practical examples with empirical data., Finance<

2014, ISBN: 9780124016903

Techniques for a Global Economy in an Electronic and Algorithmic Trading Era, Buch, Hardcover, [PU: Academic Press Inc], Academic Press Inc, 2014