Mohlo by sa vám tiež páčiť

Viac informácií o knihe Multi-Asset Risk Modeling

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 343 bodov

Anotácia knihy

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

Parametre knihy

• Celý názov: Multi-Asset Risk Modeling
• Autor: Morton Glantz
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 544
• EAN: 9780124016903
• ISBN: 0124016901
• ID: 01989302
• Nakladateľ: Elsevier Books
• Hmotnosť: 1286 g
• Rozmery: 242 × 200 × 32 mm
• Dátum vydania: 15. January 2014

Obľúbené z iného súdka

---

---

---