Risk Management in Trading, Edwards Davis

Автор: Meissner Gunter
Название: Correlation Risk Modeling and Management
ISBN: 111879690X ISBN-13(EAN): 9781118796900
Издательство: Wiley
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Цена: 15840.00 р.
Наличие на складе: Поставка под заказ.

Описание: A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk.

Автор: Davis Mark H A
Название: Risk-sensitive Investment Management
ISBN: 9814578045 ISBN-13(EAN): 9789814578042
Издательство: World Scientific Publishing
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Цена: 8554.00 р.
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Описание:

Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical investment management problems.

This book shows how to use risk-sensitive investment management to manage portfolios against an investment benchmark, with constraints, and with assets and liabilities. It also addresses model implementation issues in parameter estimation and numerical methods. Most importantly, it shows how to integrate jump-diffusion processes which are crucial to model market crashes.

With its emphasis on the interconnection between mathematical techniques and real-world problems, this book will be of interest to both academic researchers and money managers. Risk-sensitive investment management links stochastic control and portfolio management. Because of its distinct emphasis on integrating advanced theoretical concepts into practical dynamic investment management tools, this book stands out from the existing literature in fundamental ways. It goes beyond mainstream research in portfolio management in a traditional static setting. The theoretical developments build on contemporary research in stochastic control theory, but are informed throughout by the need to construct an effective and practical framework for dynamic portfolio management.

This book fills a gap in the literature by connecting mathematical techniques with the real world of investment management. Readers seeking to solve key problems such as benchmarked asset management or asset and liability management will certainly find it useful.

Sample Chapter(s)

Автор: Mack Iris Marie
Название: Energy Trading and Risk Management
ISBN: 1118339339 ISBN-13(EAN): 9781118339336
Издательство: Wiley
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Цена: 15840.00 р.
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Описание: A comprehensive overview of trading and risk management in the energy markets Energy Trading and Risk Management provides a comprehensive overview of global energy markets from one of the foremost authorities on energy derivatives and quantitative finance.

Автор: Kriele, Marcus, Wolf, Jochen
Название: Value-Oriented Risk Management of Insurance Companies
ISBN: 1447163044 ISBN-13(EAN): 9781447163046
Издательство: Springer
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Цена: 9083.00 р.
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Описание: This interdisciplinary book explores both actuarial methods and methods pertaining to classical internal control and classical risk management. The text offers insight on risk capital, capital allocation, performance measurement and value-oriented management.

Автор: Robert Kissell
Название: The Science of Algorithmic Trading and Portfolio Management,
ISBN: 0124016898 ISBN-13(EAN): 9780124016897
Издательство: Elsevier Science
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Цена: 8588.00 р.
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Описание: Discusses algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. This title helps readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems.

Автор: Brink
Название: Banking/Trading - Operations Management
ISBN: 140390460X ISBN-13(EAN): 9781403904607
Издательство: Springer
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Цена: 32004.00 р.
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Описание: Operations management is becoming critical among the success factors of financial institutions. Banking/ Trading - Operations Management focuses on the particular challenges and new trends the operations manager has to address, which involves a balancing act between cost optimization and growing business requirements.

Автор: Swindle
Название: Valuation and Risk Management in Energy Markets
ISBN: 1107036844 ISBN-13(EAN): 9781107036840
Издательство: Cambridge Academ
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Цена: 19800.00 р.
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Описание: Valuation and Risk Management in Energy Markets surveys the mechanics of energy markets and the valuation of structures commonly arising in practice.