The Resource Multi-asset risk modeling : techniques for a global economy in an electronic and algorithmic trading era, Morton Glantz and Robert Kissell ; Johnathan Mun and Karamjeet Paul, contributors
Multi-asset risk modeling : techniques for a global economy in an electronic and algorithmic trading era, Morton Glantz and Robert Kissell ; Johnathan Mun and Karamjeet Paul, contributors
Resource Information
The item Multi-asset risk modeling : techniques for a global economy in an electronic and algorithmic trading era, Morton Glantz and Robert Kissell ; Johnathan Mun and Karamjeet Paul, contributors represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Multi-asset risk modeling : techniques for a global economy in an electronic and algorithmic trading era, Morton Glantz and Robert Kissell ; Johnathan Mun and Karamjeet Paul, contributors represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
- Summary
- 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 --
- Language
- eng
- Extent
- xxvii, 516 pages
- Contents
-
- Introduction to Multi-Asset Risk Modeling - Lessons from the Debt Crisis A Primer on Risk Mathematics A Primer on Quantitative Risk Analysis - by Johnathan Mun Price Volatility Factor Models Equity Derivatives Foreign Exchange Market and Interest Rates Algorithmic Trading Risk Risk Hedging Techniques Rating Credit Risk: Current Practices, Model Design and Applications A Basic Credit Default Swap Model Multi-Asset Corporate Restructurings and Valuations Extreme Value Theory and Application to Market Shocks for Stress Testing and Extreme Value at Risk Case Study: Ensuring Sustainability of an Institution as a Going Concern: An Approach to Dealing with Black Swan or Tail Risk - by Karamjeet Paul
- Isbn
- 9780124016903
- Label
- Multi-asset risk modeling : techniques for a global economy in an electronic and algorithmic trading era
- Title
- Multi-asset risk modeling
- Title remainder
- techniques for a global economy in an electronic and algorithmic trading era
- Statement of responsibility
- Morton Glantz and Robert Kissell ; Johnathan Mun and Karamjeet Paul, contributors
- Language
- eng
- Summary
- 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 --
- Assigning source
- Provided by Publisher
- Cataloging source
- AU@
- http://library.link/vocab/creatorName
- Glantz, Morton
- Illustrations
- illustrations
- Index
- index present
- Literary form
- non fiction
- http://library.link/vocab/relatedWorkOrContributorDate
- 1967-
- http://library.link/vocab/relatedWorkOrContributorName
-
- Kissell, Robert
- Mun, Johnathan
- Paul, Karamjeet
- http://library.link/vocab/subjectName
-
- Investment analysis
- Risk management
- Risk assessment
- Investments
- Target audience
- adult
- Label
- Multi-asset risk modeling : techniques for a global economy in an electronic and algorithmic trading era, Morton Glantz and Robert Kissell ; Johnathan Mun and Karamjeet Paul, contributors
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier.
- Content category
-
- text
- still image
- Content type code
-
- txt
- sti
- Content type MARC source
-
- rdacontent.
- rdacontent.
- Contents
- Introduction to Multi-Asset Risk Modeling - Lessons from the Debt Crisis A Primer on Risk Mathematics A Primer on Quantitative Risk Analysis - by Johnathan Mun Price Volatility Factor Models Equity Derivatives Foreign Exchange Market and Interest Rates Algorithmic Trading Risk Risk Hedging Techniques Rating Credit Risk: Current Practices, Model Design and Applications A Basic Credit Default Swap Model Multi-Asset Corporate Restructurings and Valuations Extreme Value Theory and Application to Market Shocks for Stress Testing and Extreme Value at Risk Case Study: Ensuring Sustainability of an Institution as a Going Concern: An Approach to Dealing with Black Swan or Tail Risk - by Karamjeet Paul
- Control code
- FIEb17177431
- Dimensions
- 25 cm.
- Extent
- xxvii, 516 pages
- Form of item
- regular print reproduction
- Isbn
- 9780124016903
- Media category
- unmediated
- Media MARC source
- rdamedia.
- Media type code
-
- n
- Other physical details
- illustrations
- System control number
- (OCoLC)871481964
- Label
- Multi-asset risk modeling : techniques for a global economy in an electronic and algorithmic trading era, Morton Glantz and Robert Kissell ; Johnathan Mun and Karamjeet Paul, contributors
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier.
- Content category
-
- text
- still image
- Content type code
-
- txt
- sti
- Content type MARC source
-
- rdacontent.
- rdacontent.
- Contents
- Introduction to Multi-Asset Risk Modeling - Lessons from the Debt Crisis A Primer on Risk Mathematics A Primer on Quantitative Risk Analysis - by Johnathan Mun Price Volatility Factor Models Equity Derivatives Foreign Exchange Market and Interest Rates Algorithmic Trading Risk Risk Hedging Techniques Rating Credit Risk: Current Practices, Model Design and Applications A Basic Credit Default Swap Model Multi-Asset Corporate Restructurings and Valuations Extreme Value Theory and Application to Market Shocks for Stress Testing and Extreme Value at Risk Case Study: Ensuring Sustainability of an Institution as a Going Concern: An Approach to Dealing with Black Swan or Tail Risk - by Karamjeet Paul
- Control code
- FIEb17177431
- Dimensions
- 25 cm.
- Extent
- xxvii, 516 pages
- Form of item
- regular print reproduction
- Isbn
- 9780124016903
- Media category
- unmediated
- Media MARC source
- rdamedia.
- Media type code
-
- n
- Other physical details
- illustrations
- System control number
- (OCoLC)871481964
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Multi-asset-risk-modeling--techniques-for-a/-cT4Pq82VgE/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Multi-asset-risk-modeling--techniques-for-a/-cT4Pq82VgE/">Multi-asset risk modeling : techniques for a global economy in an electronic and algorithmic trading era, Morton Glantz and Robert Kissell ; Johnathan Mun and Karamjeet Paul, contributors</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
