Name: Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading era (en Inglés)
Price: 306306.00 COP
Availability: InStock
Author: Morton Glantz; Robert Kissell
ISBN: 9780124016903

portada Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading era (en Inglés)

Formato

Libro Físico

Editorial

Academic Press

Autor

Morton Glantz; Robert Kissell

Año

2013

Idioma

Inglés

N° páginas

352

Encuadernación

Tapa Dura

ISBN

0124016901

ISBN13

9780124016903

N° edición

Categorías

Banca

Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading era (en Inglés)

Morton Glantz; Robert Kissell (Autor) · Academic Press · Tapa Dura

Libro Físico

$ 306.306

$ 510.510

Ahorras: $ 204.204

40% descuento

Envío normal

Origen: Reino Unido (Costos de importación incluídos en el precio)

Se enviará desde nuestra bodega entre el Martes 18 de Junio y el Miércoles 26 de Junio.

Lo recibirás en cualquier lugar de Colombia entre 1 y 5 días hábiles luego del envío.

Reseña del libro "Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading era (en Inglés)"

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. Covers all asset classes Provides mathematical theoretical explanations of risk as well as practical examples with empirical dataIncludes sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commodities