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epub Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era download

by Morton Glantz

  • ISBN: 0124016901
  • Author: Morton Glantz
  • ePub ver: 1627 kb
  • Fb2 ver: 1627 kb
  • Rating: 4.6 of 5
  • Language: English
  • Pages: 544
  • Publisher: Academic Press; 1 edition (December 30, 2013)
  • Formats: lrf docx txt lrf
  • Category: Money
  • Subcategory: Economics
epub Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era download

Multi-Asset Risk Modeling presents a comprehensive overview and summary of methods employed in finance.

Multi-Asset Risk Modeling presents a comprehensive overview and summary of methods employed in finance. The statistical methods based on real-world examples provide a practical introduction for students, and the book is a valuable source for financial engineering and risk management tools as well. -Alois Pichler, Universität Wien. The text offers an up-to-date and practical coverage of a wide range of topics in risk modeling and risk management, representing a good source for both students and practitioners. -Giorgio Fazio, Università degli Studi di Palermo.

Multi-Asset Risk Modeling describes, in a single volume, the latest and most advanced risk modeling techniques for . Importantly, it also explores algorithmic trading, which currently receives sparse attention in the literature.

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.

Multi-Asset Risk Modeling book. 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.

Read Multi-Asset Risk Modeling by Morton Glantz, Robert L. Kissell, Robert L. Kissell for free with a 30 day .

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Multi-Asset Risk Modeling : Techniques for a Global Economy in an Electronic and Algorithmic Trading Er.

Multi-Asset Risk Modeling : Techniques for a Global Economy in an Electronic and Algorithmic Trading Era. by Morton Glantz and Robert Kissell.

Percentage of Market Volume. data from Morton Glantz, Robert Kissell. Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era. Academic Press, Dec 3, 2013, p. 258. Date. Used data from a similar chart to create a chart of my own. Author.

Contributor(s): Kissell, Robert.

Home . Details for: Multi-asset risk modeling : Normal view MARC view ISBD view. Multi-asset risk modeling : techniques for a global economy in an electronic and algorithmic trading era, Morton Glantz, Robert Kissell. Contributor(s): Kissell, Robert. Material type: BookPublisher: Amsterdam : Academic Press, 2014Description: xxvii, 516 p : ill ; 25 c. SBN: 9780124016903. Subject(s): Risk management. - Mathematical models Investments Portfolio management. - Statistical methods Investment analysis Risk management DDC classification: 33. 3

Importantly, it also explores algorithmic trading, which currently receives sparse attention in the literature.

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

Multi-Asset Risk Modeling describes, in a single volume, the . Professor Glantz is widely published in financial journals and has authored 8 books. Professor Morton Glantz is a principal of Real Consulting and Real Options Valuation, firms specializing in risk consulting, training, certification, and advanced analytical software in the areas of risk quantification, analysis, and management solutions.

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 dataIncludes sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commodities

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