Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era
Mega Sale! Free Shipping Included! Save 28% on the Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era by Brand: Academic Press at HYIP Offer. Hurry! Limited time offer. Offer valid only while supplies last. Multi-Asset Risk Modeling describes, in a single volume, the latest and most advanced risk modeling techniques for equities, debt, fixed income,
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
|Brand:||Brand: Academic Press|
|Item Weight:||0 pounds|
|Item Size:||1.19 x 9.25 x 9.25 inches|
|Package Weight:||2.8 pounds|
|Package Size:||7.5 x 1.2 x 1.2 inches|
Have questions about this item, or would like to inquire about a custom or bulk order?
If you have any questions about this product by Brand: Academic Press, contact us by completing and submitting the form below. If you are looking for a specif part number, please include it with your message.
Related Best Sellers
ean: 9780470482339, isbn: 0470482338,
Full coverage of ETF investments from an expert in the field The initial edition of Gary Gastineau's The Exchange-Traded Fund Manual was one of the first books to describe and analyze ETFs. It made the case for the superiority of the structure of inv...
ean: 9780792390435, isbn: 0792390431,
The original impetus for this research was provided several years ago by a request to assist Counsel for Fidelity Management and Research Corporation in analyzing the mutual fund industry, with particular emphasis on money market mutual funds. We wer...
By Eqis Capital Management, Inc.
ean: 9780990824916, isbn: 0990824918,
Mutual funds became popular in the 1920's as a way for smaller investors to get the benefits of having professional managers creating diversified portfolios. But even from the beginning, mutual funds had structural flaws that created disappointing lo...
By Scharfman Jason
ean: 9780128014127, isbn: 0128014121,
Hedge Fund Governance: Evaluating Oversight, Independence and Conflicts summarizes the fundamental elements of hedge fund governance and principal perspectives on governance arguments. An authoritative reference on governance, it describes the tools ...
By Globe Law And Business
ean: 9781911078111, isbn: 1911078119,
Private investment funds are currently investing more capital than ever and the funds themselves are larger than ever. The industry's success comes against a backdrop of the continued fallout from the 2008 financial crisis, from evolving market trend...
The world's #1 fixed income book, now with 21 all-new chapters
The Handbook of Fixed Income Securities occupies the top spot as the most authoritative, widely read reference in the global fixed income marketplace. First published in 1983, this compr...
ean: 9780767910729, isbn: 0767910729,
By Dearborn Trade Pub
ean: 9780793159833, isbn: 0793159830,
By Brand: Kogan Page Business Books
ean: 9780749445768, isbn: 0749445769,
""This is, quite simply, the best non-technical exposition of hedge funds."" -The WealthNET...
By Palgrave Macmillan
ean: 9781137329479, isbn: 1137329475,
This book focuses on all major aspects of the asset management industry including its regulations, strategies, processes, applied technologies and risks. It provides a serious resource for readers seeking greater depth and alternative opinions on spe...