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    Multi-Asset Risk Modeling

    Multi-Asset Risk Modeling

    - Techniques for a Global Economy in an Electronic and Algorithmic Trading Era

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    Bog E-bog
    • Format
    • Bog, hardback
    • Engelsk

    Beskrivelse

    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.

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    Detaljer
    • SprogEngelsk
    • Sidetal544
    • Udgivelsesdato15-01-2014
    • ISBN139780124016903
    • Forlag Academic Press Inc
    • FormatHardback
    Størrelse og vægt
  • Vægt1280 g
    • coffee cup img
    10 cm
    book img
    19,1 cm
    23,4 cm

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