Electronic Resource

Multi-asset risk modeling : techniques for a global economy in an electronic and algorithmic trading era

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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.

Key Features
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

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

E92

Penerbit

San Diego, CA : Academic Press., 2014

Deskripsi Fisik

xxvii, 516 hlm. : il. warna

Bahasa

English

ISBN/ISSN

9780124016903

Klasifikasi

NONE

Tipe Isi

text

Tipe Media

computer

Tipe Pembawa

online resource

Edisi

-

Subjek

Investasi
Teknologi Informasi
Modal
Manajemen Resiko
Perdagangan Elektronik

Info Detail Spesifik

-

Pernyataan Tanggungjawab

Morton Glantz and Robert Kissell

Versi lain/terkait

Lampiran Berkas

Komentar

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