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epub Financial Geometry: Geometric Approach to Hedging and Risk Management (Professional Finance Series) download

by Alvin Kuruc

  • ISBN: 0273661965
  • Author: Alvin Kuruc
  • ePub ver: 1955 kb
  • Fb2 ver: 1955 kb
  • Rating: 4.7 of 5
  • Language: English
  • Pages: 256
  • Publisher: Ft Pr (December 10, 2003)
  • Formats: docx rtf lrf lrf
  • Category: Money
  • Subcategory: Management & Leadership
epub Financial Geometry: Geometric Approach to Hedging and Risk Management (Professional Finance Series) download

In Financial Geometry, Kuruc provides a thoroughly consistent approach, within a clean and easily understandable formalism. He does this by relating the problem to the field of differential geometry, to which it is surprisingly well suited

In Financial Geometry, Kuruc provides a thoroughly consistent approach, within a clean and easily understandable formalism. He does this by relating the problem to the field of differential geometry, to which it is surprisingly well suited. Many examples are treated, which make application of his approach to real-world problems straightforward. David Eliezer, Goldman Sachs.

Financial Geometry book. This important new book provides a framework as well as practical tools for the analysis of hedging and risk management problems.

Financial Geometry: A Geometric Approach to Hedging and Risk Management Alvin Kuruc Недоступно для . He has authored many articles on risk management and financial modeling and is a frequent lecturer at industry conferences and meetings.

Все результаты Поиска книг Google Об авторе (2000). BENNETT W. GOLUB is a founding partner and Managing Director of BlackRock, In. a global money management and risk advisory firm. Dr. Golub earned an . in Management and a P. in Applied Economics and Finance, all from the Massachusetts Institute of Technology.

The Wiley Finance series contains books written specifically for finance and investment professionals as well as sophisticated individual investors and their financial advisors. Book topics range from portfolio manage- ment to e-commerce, risk management, financial engineering, valuation, and financial instrument analysis, as well as much more. Mathematics and Statistics for Financial Risk Management MICHAEL B. MILLER John Wiley & Sons, Inc. c 2012 by Michael B. Miller.

Financial Risk Management is divided into three equally informative parts, each filled with in-depth insights and valuable advice gleaned from years of risk management experience

Financial Risk Management is divided into three equally informative parts, each filled with in-depth insights and valuable advice gleaned from years of risk management experience. Part one provides a general background to financial risk management and illustrates how risk arises in financial firms. You’ll discover key concepts used to manage risk and learn–through some of the most prominent financial disasters of the past twenty-five years–how to avoid failures in risk management

Download PDF book format. Hedging (Finance) Risk management.

Download PDF book format. Choose file format of this book to download: pdf chm txt rtf doc. Download this format book. Download now Financial geometry : geometric approach to hedging and risk management Alvin Kuruc. Download PDF book format. Download DOC book format.

Items related to Financial Geometry: Geometric Approach to Hedging .

Items related to Financial Geometry: Geometric Approach to Hedging an. .Alvin Kuruc Financial Geometry: Geometric Approach to Hedging and Risk Management (Professional Finance Series). ISBN 13: 9780273661962. There is no other book that treats the risk management and hedging of diverse portfolios of financial derivatives at this mathematical level.

You see how given a probability distribution, random numbers can be generated from it, to test a model based on that distribution. Conceptually, it is as simple as that. Another key idea is how to develop and test strategies inside a Bayesian network. Again, the narrative keeps the maths to a minimum necessary to grasp.

The past thirty years have seen explosive growth in the use of financial deritivatives along with the development of an elegant mathematical theory for their valuation. The theory, based on stochastic calculus, provides a conceptual framework for valuation as well as efficient computational tools.

As derivative markets have matured, much of the focus has shifted from the valuation of individual financial instruments to the problems of hedging and risk management of large financial portfolios. The challenge here is to understand the behaviour of a complex set of instruments that may depend on hundreds or thousands of underlying risk factors. Financial Geometry will help you to do so.

Mathematical yet accessible, Financial Geometry provides intuitive geometric metaphors and powerful computational machinery for describing the complex risks of the modern financial world.

Topics covered include: Marking to market valuation techniques and models risk-factor definition sensitivity and scenario analysis interest rate calculations hedge calculations Value at Risk risk-factor mapping volatility curves and surfaces time effects

Features Presents mathematical tools for describing the complex multi-factor financial risks of the modern world, helping students to understand how to avoid such losses in organisations. Practical management of financial derivatives, examining problems that have either become more or less standardised and provides detailed formulisms for doing standard risk calculations. Includes mathematical foundations of multifactor hedging and financial risk management with geometric insight and practical relevance.

The book also contains intuitive visual metaphors for understanding complex multivariate risk and hedging relationships (one picture is worth a thousand words.) There is no other book that treats the risk management and hedging of diverse portfolios of financial derivatives at this mathematical level.


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