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

Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era (Hardcover) (ISBN-13: 9780124016903)

Vendor: Morton Glantz
Product type: Books
Format: Hardcover
$99.95
$99.95
$99.95
Subtotal: $99.95
Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era by Glantz, Morton

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

$99.95
Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era by Glantz, Morton

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

$99.95
Format: Hardcover
Description
Description
x
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.

Author: Morton Glantz,Robert Kissell
ISBN-10: 0124016901
ISBN-13: 9780124016903
Publisher: Academic Press
Language: English
Published: 12/16/2013
Pages: 544
Format: Hardcover
Weight: 2.81lbs
Size: 9.56h x 7.78w x 1.28d

Recently Viewed Products