220,67 €
245,19 €
-10% with code: EXTRA
Multi-Asset Risk Modeling
220,67 € 
- We will send in 10–14 business days.
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…
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- Author: Morton Glantz
- Publisher: Academic Press
- ISBN-10: 0124016901
- ISBN-13: 9780124016903
- Format: 19.8 x 24.3 x 3.3 cm, hardcover
- Language: English
- SAVE -10% with code: EXTRA
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Description
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.EXTRA 10 % discount with code: EXTRA
220,67 €
245,19 €
We will send in 10–14 business days.
The promotion ends in 19d.22:58:27
The discount code is valid when purchasing from 10 €. Discounts do not stack.
- Author: Morton Glantz
- Publisher: Academic Press
- ISBN-10: 0124016901
- ISBN-13: 9780124016903
- Format: 19.8 x 24.3 x 3.3 cm, hardcover
- Language: English English
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.
Reviews