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 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

Produk Detail:

  • Author : Morton Glantz
  • Publisher : Academic Press
  • Pages : 544 pages
  • ISBN : 0124016944
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKMulti Asset Risk Modeling

Multi-Asset Risk Modeling

Multi-Asset Risk Modeling
  • Author : Morton Glantz,Robert Kissell
  • Publisher : Academic Press
  • Release : 03 December 2013
GET THIS BOOKMulti-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 : 25 June 2022
GET THIS BOOKMulti-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.

Beyond Diversification: What Every Investor Needs to Know About Asset Allocation

Beyond Diversification: What Every Investor Needs to Know About Asset Allocation
  • Author : Sebastien Page
  • Publisher : McGraw Hill Professional
  • Release : 10 November 2020
GET THIS BOOKBeyond Diversification: What Every Investor Needs to Know About Asset Allocation

Generate solid, long-term profits with a portfolio allocated for your investing needs Asset allocation is the key to investing performance. Unfortunately, no single approach works perfectly—developing the right balance requires a clear-eyed look at the many models available to you, various investing methodologies, and your or your client’s level of risk tolerance. And that’s where this important guide comes in. Written by a leading allocation expert from T. Rowe Price, Beyond Diversification provides the knowledge, insights, and

Multi-Asset Investing

Multi-Asset Investing
  • Author : Pranay Gupta,Sven R. Skallsjo,Bing Li
  • Publisher : John Wiley & Sons
  • Release : 09 March 2016
GET THIS BOOKMulti-Asset Investing

Despite the accepted fact that a substantial part of the risk and return of any portfolio comes from asset allocation, we find today that the majority of investment professionals worldwide are focused on security selection. Multi-Asset Investing: A Practitioner’s Framework questions this basic structure of the investment process and investment industry. Who says we have to separate alpha and beta? Are the traditional definitions for risk and risk premium relevant in a multi-asset class world? Do portfolios cater for

Recent Applications of Financial Risk Modelling and Portfolio Management

Recent Applications of Financial Risk Modelling and Portfolio Management
  • Author : Škrinjari?, Tihana,?ižmešija, Mirjana,Christiansen, Bryan
  • Publisher : IGI Global
  • Release : 25 September 2020
GET THIS BOOKRecent 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

Correlation Risk Modeling and Management

Correlation Risk Modeling and Management
  • Author : Gunter Meissner
  • Publisher : John Wiley & Sons
  • Release : 19 December 2013
GET THIS BOOKCorrelation Risk Modeling and Management

A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. A relatively overlooked type of risk until it caused major unexpected losses during the financial crisis of 2007 through 2009, correlation risk has become a major focus of the risk management departments in major financial institutions, particularly since Basel III specifically

Introduction to Credit Risk Modeling

Introduction to Credit Risk Modeling
  • Author : Christian Bluhm,Ludger Overbeck,Christoph Wagner
  • Publisher : CRC Press
  • Release : 19 April 2016
GET THIS BOOKIntroduction to Credit Risk Modeling

Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk Modelin

Volatility and Correlation

Volatility and Correlation
  • Author : Riccardo Rebonato
  • Publisher : John Wiley & Sons
  • Release : 08 July 2005
GET THIS BOOKVolatility and Correlation

In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation – with over 80% new or fully reworked material and is a must have both for practitioners and for students. The new and updated material includes a critical examination of the ‘perfect-replication’ approach to derivatives pricing, with special attention given to

Risk and Asset Allocation

Risk and Asset Allocation
  • Author : Attilio Meucci
  • Publisher : Springer Science & Business Media
  • Release : 22 May 2009
GET THIS BOOKRisk and Asset Allocation

This encyclopedic, detailed resource covers all the steps of one-period allocation from the foundations to the most advanced developments. It includes a large number of figures and examples as well as real trading and asset management case studies.

Algorithmic Trading Methods

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

Navigating the Business Loan

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