Multi Asset Risk Modeling

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  • Author : Morton Glantz
  • Publisher : Academic Press
  • Pages : 544 pages
  • ISBN : 0124016944
  • Rating : /5 from reviews
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Download or Read online Multi Asset Risk Modeling full in PDF, ePub and kindle. this book written by Morton Glantz and published by Academic Press which was released on 03 December 2013 with total page 544 pages. We cannot guarantee that Multi Asset Risk Modeling book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. 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 data Includes sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commodities

Multi Asset Risk Modeling

Multi Asset Risk Modeling
  • Author : Morton Glantz,Robert Kissell
  • Publisher : Academic Press
  • Release : 03 December 2013
GET THIS BOOK Multi Asset Risk Modeling

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

Multi asset Equity Derivatives

Multi asset Equity Derivatives
  • Author : Rama Cont
  • Publisher : John Wiley & Son Limited
  • Release : 08 December 2021
GET THIS BOOK Multi asset Equity Derivatives

Written by two experts in quantitative finance and with considerable professional market experience, this book brings the necessary tools for modelling multi-asset equity derivatives to the practitioner and student interested in the topic.

Multi Asset Class Investment Strategy

Multi Asset Class Investment Strategy
  • Author : Guy Fraser-Sampson
  • Publisher : John Wiley & Sons
  • Release : 11 July 2006
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The book explains that instead of asset allocation being set in an isolated and arbitrary fashion, it is in fact the way in which specific hurdle investment returns can be targeted, and that this approach is already in use in the US (and has been for many years). It involves extended and detailed financial analysis of various asset class returns and proposes a five-asset class approach for future use. Opening with a study of the historic asset allocation practice of

Investment Risk and Uncertainty

Investment Risk and Uncertainty
  • Author : Steven P. Greiner
  • Publisher : John Wiley & Sons
  • Release : 14 March 2013
GET THIS BOOK Investment Risk and Uncertainty

Valuable insights on the major methods used in today's asset andrisk management arena Risk management has moved to the forefront of asset managementsince the credit crisis. However, most coverage of this subject isoverly complicated, misunderstood, and extremely hard to apply.That's why Steven Greiner—a financial professional with overtwenty years of quantitative and modeling experience—haswritten Investment Risk and Uncertainty. With this book, heskillfully reduces the complexity of risk management methodologiesapplied across many asset classes through practical examples ofwhen to

Dynamic Copulas for Finance

Dynamic Copulas for Finance
  • Author : Valentin Braun
  • Publisher : BoD – Books on Demand
  • Release : 08 December 2021
GET THIS BOOK Dynamic Copulas for Finance

The interactions of financial securities are crucial to determine possible portfolio losses. Although this fact is well understood, two questions remain: What causes changes in the dependence structure of financial assets? How can fluctuating dependencies be measured? The most common approach to identify the amplitude of financial assets' interactions are linear correlation coefficients. However, they fail to comprise shifts in the dependence structure. Alternatively, Copulas are a more flexible dependence measurement. This book focuses on the development of Dynamic Copula

Recent Applications of Financial Risk Modelling and Portfolio Management

Recent Applications of Financial Risk Modelling and Portfolio Management
  • Author : Škrinjarić, Tihana,Čižmešija, Mirjana,Christiansen, Bryan
  • Publisher : IGI Global
  • Release : 25 September 2020
GET THIS BOOK Recent Applications of Financial Risk Modelling and Portfolio Management

In today’s financial market, portfolio and risk management are facing an array of challenges. This is due to increasing levels of knowledge and data that are being made available that have caused a multitude of different investment models to be explored and implemented. Professionals and researchers in this field are in need of up-to-date research that analyzes these contemporary models of practice and keeps pace with the advancements being made within financial risk modelling and portfolio control. Recent Applications

Navigating the Business Loan

Navigating the Business Loan
  • Author : Morton Glantz
  • Publisher : Academic Press
  • Release : 10 November 2014
GET THIS BOOK Navigating the Business Loan

The need for "back to basics" information about credit risk has not disappeared; in fact, it has grown among lenders and investors who have no easy ways to learn about their clients. This short and readable book guides readers through core risk/performance issues. Readers learn the ways and means of running more efficient businesses, review bank and investor requirements as they evaluate funding requests, gain knowledge selling themselves, confidence in business plans, and their ability to make good on

Fundamentals Of Institutional Asset Management

Fundamentals Of Institutional Asset Management
  • Author : Frank J Fabozzi,Francesco A Fabozzi
  • Publisher : World Scientific
  • Release : 12 October 2020
GET THIS BOOK Fundamentals Of Institutional Asset Management

This book provides the fundamentals of asset management. It takes a practical perspective in describing asset management. Besides the theoretical aspects of investment management, it provides in-depth insights into the actual implementation issues associated with investment strategies. The 19 chapters combine theory and practice based on the experience of the authors in the asset management industry. The book starts off with describing the key activities involved in asset management and the various forms of risk in managing a portfolio. There is

Post Modern Investment

Post Modern Investment
  • Author : Garry B. Crowder,Thomas Schneeweis,Hossein Kazemi
  • Publisher : John Wiley & Sons
  • Release : 08 November 2012
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Debunking outdated and inaccurate beliefs about investment management and reveals the new realities of the post-modern financial markets There have been a lot of big changes in the investment world over the past decade, and many long-cherished beliefs about the structures and performance of various investments no longer apply. Unfortunately the news seems not to have reached many thought leaders and investment professionals who persist in trying, and failing, to apply 20th-century thinking to 21st-century portfolio management. Nowhere is this

Algorithmic Trading Methods

Algorithmic Trading Methods
  • Author : Robert L. Kissell
  • Publisher : Academic Press
  • Release : 08 September 2020
GET THIS BOOK Algorithmic Trading Methods

Algorithmic Trading Methods: Applications using Advanced Statistics, Optimization, and Machine Learning Techniques, Second Edition, is a sequel to The Science of Algorithmic Trading and Portfolio Management. This edition includes new chapters on algorithmic trading, advanced trading analytics, regression analysis, optimization, and advanced statistical methods. Increasing its focus on trading strategies and models, this edition includes new insights into the ever-changing financial environment, pre-trade and post-trade analysis, liquidation cost & risk analysis, and compliance and regulatory reporting requirements. Highlighting new investment techniques,

The Science of Algorithmic Trading and Portfolio Management

The Science of Algorithmic Trading and Portfolio Management
  • Author : Robert Kissell
  • Publisher : Academic Press
  • Release : 01 October 2013
GET THIS BOOK The Science of Algorithmic Trading and Portfolio Management

The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems. This valuable book

The Analytics of Risk Model Validation

The Analytics of Risk Model Validation
  • Author : George A. Christodoulakis,Stephen Satchell
  • Publisher : Elsevier
  • Release : 14 November 2007
GET THIS BOOK The Analytics of Risk Model Validation

Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regulatory initiatives require trading institutions and lending institutions to compute their reserve capital in a highly analytic way, based on the use of internal risk models. It is part of the regulatory structure that these risk models be validated both internally and externally, and there is a great shortage of information as to best practise. Editors Christodoulakis and Satchell