Market Risk Analysis Practical Financial Econometrics

• Author : Carol Alexander
• Publisher : John Wiley & Sons
• Release : 30 April 2008

Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as

• Author : Carol Alexander
• Publisher : Unknown
• Release : 20 April 2021

• Author : Carol Alexander
• Publisher : Unknown
• Release : 20 April 2021

• Author : Carol Alexander
• Publisher : John Wiley & Sons
• Release : 15 January 2009

Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models. It rests on the basic knowledge of financial mathematics and statistics gained from Volume I, of factor models, principal component analysis, statistical models of volatility and correlation and copulas from Volume II and, from Volume III,

• Author : Carol Alexander
• Publisher : John Wiley & Sons
• Release : 15 September 2008

Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps,

• Author : Yves Hilpisch
• Publisher : O'Reilly Media
• Release : 14 October 2020

The widespread adoption of AI and machine learning is revolutionizing many industries today. Once these technologies are combined with the programmatic availability of historical and real-time financial data, the financial industry will also change fundamentally. With this practical book, you'll learn how to use AI and machine learning to discover statistical inefficiencies in financial markets and exploit them through algorithmic trading. Author Yves Hilpisch shows practitioners, students, and academics in both finance and data science practical ways to apply machine

• Author : Simon Hubbert
• Publisher : John Wiley & Sons
• Release : 12 December 2011

Everything you need to know in order to manage risk effectively within your organization You cannot afford to ignore the explosion in mathematical finance in your quest to remain competitive. This exciting branch of mathematics has very direct practical implications: when a new model is tested and implemented it can have an immediate impact on the financial environment. With risk management top of the agenda for many organizations, this book is essential reading for getting to grips with the mathematical

• Author : Various Authors
• Publisher : Bloomsbury USA
• Release : 13 October 2009

Compiled by more than 300 of the world's leading professionals, visionaries, writers and educators, this is THE first-stop reference resource and knowledge base for finance. QFINANCE covers an extensive range of finance topics with unique insight, authoritative information, practical guidance and thought-provoking widsom. Unmatched for in-depth content, QFINANCE contains more than 2 million words of text, data analysis, critical summaries and bonus online content. Created by Bloomsbury Publishing in association with the Qatar Financial Centre (QFC) Authority, QFINANCE is the expert reference

• Author : Svetlozar T. Rachev,Stoyan V. Stoyanov,Frank J. Fabozzi
• Publisher : John Wiley & Sons
• Release : 10 March 2011

A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time. Helps to answer the question: which risk measure is best for a given problem? Finds new relations between existing classes of risk measures Describes applications in finance and extends them where possible Presents the theory of probability metrics in a more accessible form which would be appropriate for non-specialists in the

• Author : Anonim
• Publisher : Unknown
• Release : 20 April 1997

• Author : Joël Bessis
• Publisher : John Wiley & Sons Incorporated
• Release : 20 April 2021

This book examines all aspects of financial risk management in banking - from global considerations to the fundamental aspects of the management of a particular profit centre. It deals with the very latest techniques including value at risk.

• Author : A. Berkelaar,Joachim Coche,Ken Nyholm
• Publisher : Palgrave MacMillan
• Release : 15 January 2010

This edited volume contains essential readings for financial analysts and market practitioners working at Central Banks and Sovereign Wealth Funds. It presents the reader with state-of-the-art methods that are directly implementable, and industry 'best-practices' as followed by leading institutions in their field.

• Author : Graduate School of Management,Harvard University,University of Rochester
• Publisher : Unknown
• Release : 20 April 1997

Published: Elsevier, 2004-

• Author : Gregory Connor,Lisa R. Goldberg,Robert A. Korajczyk
• Publisher : Princeton University Press
• Release : 15 March 2010

Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative performance, and implications for capital market behavior and asset pricing equilibrium. Portfolio Risk Analysis provides an insightful and thorough overview of financial risk modeling, with an emphasis on practical applications, empirical reality, and historical perspective. Beginning with mean-variance analysis and the

• Author : Anonim
• Publisher : Unknown
• Release : 01 March 2005

Includes annual List of doctoral dissertations in political economy in progress in American universities and colleges; and the Hand book of the American Economic Association.