Coverart for item
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

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
Creator
Contributor
Author
Contributor
Subject
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
Instantiates
Publication
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
Publication
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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