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

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

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This is the essential financial multi-asset risk modeling reference text for students and professionals, providing a single source of information about all asset classes.;Chapter 1 Introduction to Multi-Asset Risk Modeling Lessons from the Debt Crisis -- Chapter 2 A Primer on Risk Mathematics -- Chapter 3 A Primer on Quantitative Risk Analysis, by Johnathan Mun -- Chapter 4 Price Volatility -- Chapter 5 Factor Models -- Chapter 6 Equity Derivatives -- Chapter 7 Foreign Exchange Market and Interest Rates -- Chapter 8 Algorithmic Trading Risk -- Chapter 9 Risk-Hedging Techniques -- Chapter 10 Rating Credit Risk: Current Practices, Model Design, and Applications -- Chapter 11 A Basic Credit Default Swap Model -- Chapter 12 Multi-Asset Corporate Restructurings and Valuations -- Chapter 13 Extreme Value Theory and Application to Market Shocks for Stress Testing and Extreme Value at Risk -- Chapter 14 Ensuring Sustainability of an Institution as a Going Concern: An Approach to Dealing with Black Swan or Tail Risk, by Karamjeet Paul.
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Data sheet

Name of the Author
Glantz
Johnathan
Karamjeet
Kissell
Morton
Mun
Paul
Robert
Language
English
ISBN
9780124016903
Release date
2014

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

This is the essential financial multi-asset risk modeling reference text for students and professionals, providing a single source of information about all a...

Write your review

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