Multi-Asset Risk Modeling: Techniques for a Global Economy in

Condition - Very Good
The item shows wear from consistent use, but it remains in good condition and functions properly. Item may arrive with damaged packaging or be repackaged. It may be marked, have identifying markings on it, or have minor cosmetic damage. It may also be missing some parts/accessories or bundled items.

Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era
- Used Book in Good Condition
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
Country USA
Brand Academic Press
Manufacturer Academic Press
Binding Hardcover
ItemPartNumber Illustrated
UnitCount 1
UPCs 884594449984
EANs 9780124016903
ReleaseDate 0000-00-00

Country	USA
Brand	Academic Press
Manufacturer	Academic Press
Binding	Hardcover
ItemPartNumber	Illustrated
UnitCount	1
UPCs	884594449984
EANs	9780124016903
ReleaseDate	0000-00-00

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

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