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

책 이미지

eBook 미리보기

책 정보

· 제목 : Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era (Hardcover, New) (Techniques for a Global Economy in an Electronic and Algorithmic Trading Era)
· 분류 : 외국도서 > 경제경영 > 은행/금융
· ISBN : 9780124016903
· 쪽수 : 544쪽
· 출판일 : 2013-12-16

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