Multi Asset Risk Modeling

Written By Morton Glantz
Multi Asset Risk Modeling
  • Publsiher : Academic Press
  • Release : 03 December 2013
  • ISBN : 0124016944
  • Pages : 544 pages
  • Rating : /5 from reviews
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Download or read book entitled Multi Asset Risk Modeling by author: Morton Glantz which was release on 03 December 2013 and published by Academic Press with total page 544 pages . This book available in PDF, EPUB and Kindle Format. 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 Date : 2013-12-03
  • Total pages : 544
  • ISBN : 0124016944
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Summary : 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 ...

Risk Based Investment Management in Practice

Risk Based Investment Management in Practice
  • Author : Frances Cowell
  • Publisher : Springer
  • Release Date : 2013-10-31
  • Total pages : 475
  • ISBN : 0124016944
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Summary : A practitioner's account of how investment risk affects the decisions of professional investment managers. Jargon-free, with a broad coverage of investment types and asset classes, the non-investment professional will find this book readable and accessible....

Investment Risk and Uncertainty

Investment Risk and Uncertainty
  • Author : Steven P. Greiner
  • Publisher : John Wiley & Sons
  • Release Date : 2013-03-14
  • Total pages : 608
  • ISBN : 0124016944
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Summary : 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 ...

Essays on Fitting Factor Models for Asset Returns

Essays on Fitting Factor Models for Asset Returns
  • Author : Sangeetha Srinivasan
  • Publisher : Unknown
  • Release Date : 2018
  • Total pages : 184
  • ISBN : 0124016944
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Summary : Factor models are used to describe the fundamental drivers of financial asset returns. There are 3 types: time-series factor, statistical factor and fundamental factor models. While factor models have existed for almost 60 years, industry-wide adoption with factor-based investing has surged in the last decade. This dissertation is centered on factorAnalytics, an ...

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 Date : 2020-09-25
  • Total pages : 432
  • ISBN : 0124016944
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Summary : 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 ...

Risk

Risk
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2006-07
  • Total pages : 212
  • ISBN : 0124016944
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Summary : Read online Risk written by , published by which was released on 2006-07. Download full Risk Books now! Available in PDF, ePub and Kindle....

Market Risk Management for Hedge Funds

Market Risk Management for Hedge Funds
  • Author : Francois Duc,Yann Schorderet
  • Publisher : John Wiley & Sons
  • Release Date : 2010-04-01
  • Total pages : 262
  • ISBN : 0124016944
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Summary : This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis. It will present the fundamentals of quantitative risk measures by analysing the range of Value-at-Risk (VaR) ...

Credit Risk Modelling

Credit Risk Modelling
  • Author : Michael B. Gordy
  • Publisher : Unknown
  • Release Date : 2003
  • Total pages : 278
  • ISBN : 0124016944
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Summary : A unique volume that brings together the most innovative and instrumental papers on credit risk modelling to reflect the major developments to date. This volume also focuses on the influences that are currently shaping the industry....

Wall Street Technology

Wall Street   Technology
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2005
  • Total pages : 212
  • ISBN : 0124016944
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Summary : Read online Wall Street Technology written by , published by which was released on 2005. Download full Wall Street Technology Books now! Available in PDF, ePub and Kindle....

Three Essays in the Use of Option Pricing Theory

Three Essays in the Use of Option Pricing Theory
  • Author : Jeremy Joseph Evnine
  • Publisher : Unknown
  • Release Date : 1983
  • Total pages : 274
  • ISBN : 0124016944
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Summary : The first essay presents an extension of the Cox-Ross-Rubinstein simplified approach to Option pricing. In this approach, a discrete time binomial model is used to value an option on a single asset by arbitrage considerations. By taking this model to the limit in the appropriate way, the well known continuous ...

Systemic Risk

Systemic Risk
  • Author : Olivier de Bandt,Philipp Hartmann
  • Publisher : Unknown
  • Release Date : 2000
  • Total pages : 90
  • ISBN : 0124016944
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Summary : Read online Systemic Risk written by Olivier de Bandt,Philipp Hartmann, published by which was released on 2000. Download full Systemic Risk Books now! Available in PDF, ePub and Kindle....

On the Nature of Risk in the Foreign Exchange Markets

On the Nature of Risk in the Foreign Exchange Markets
  • Author : Paul de Grauwe
  • Publisher : Unknown
  • Release Date : 1989
  • Total pages : 38
  • ISBN : 0124016944
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Summary : Read online On the Nature of Risk in the Foreign Exchange Markets written by Paul de Grauwe, published by which was released on 1989. Download full On the Nature of Risk in the Foreign Exchange Markets Books now! Available in PDF, ePub and Kindle....

Credit Risk Diversification of Commercial Mortgage Portfolios

Credit Risk Diversification of Commercial Mortgage Portfolios
  • Author : Brian A. Ciochetti
  • Publisher : Unknown
  • Release Date : 1995
  • Total pages : 804
  • ISBN : 0124016944
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Summary : Read online Credit Risk Diversification of Commercial Mortgage Portfolios written by Brian A. Ciochetti, published by which was released on 1995. Download full Credit Risk Diversification of Commercial Mortgage Portfolios Books now! Available in PDF, ePub and Kindle....

Directory of Pension Funds and Their Investment Managers

Directory of Pension Funds and Their Investment Managers
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2008
  • Total pages : 212
  • ISBN : 0124016944
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Summary : Largest pension and tax-exempt funds....

Dissertation Abstracts International

Dissertation Abstracts International
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2009-04
  • Total pages : 212
  • ISBN : 0124016944
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Summary : Read online Dissertation Abstracts International written by , published by which was released on 2009-04. Download full Dissertation Abstracts International Books now! Available in PDF, ePub and Kindle....