{"product_id":"multi-asset-risk-modeling-morton-glantz-9780124016903","title":"Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era","description":"\u003ci\u003eMulti-Asset Risk Modeling\u003c\/i\u003e 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Morton Glantz,Robert Kissell\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0124016901\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780124016903\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Academic Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 12\/16\/2013\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 544\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 2.81lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.56h x 7.78w x 1.28d","brand":"Morton Glantz","offers":[{"title":"Hardcover","offer_id":48135911014655,"sku":"9780124016903","price":99.95,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_f481a789-42ba-4ada-a079-462e38205140.jpg?v=1770159268","url":"https:\/\/www.whiterainbookhouse.com\/products\/multi-asset-risk-modeling-morton-glantz-9780124016903","provider":"WR Book House","version":"1.0","type":"link"}