Risk Analysis And Portfolio Modelling
DOWNLOAD
Download Risk Analysis And Portfolio Modelling PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Risk Analysis And Portfolio Modelling book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Portfolio Risk Analysis
DOWNLOAD
Author : Gregory Connor
language : en
Publisher: Princeton University Press
Release Date : 2010-03-15
Portfolio Risk Analysis written by Gregory Connor and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-15 with Business & Economics categories.
Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative performance, and implications for capital market behavior and asset pricing equilibrium. Portfolio Risk Analysis provides an insightful and thorough overview of financial risk modeling, with an emphasis on practical applications, empirical reality, and historical perspective. Beginning with mean-variance analysis and the capital asset pricing model, the authors give a comprehensive and detailed account of factor models, which are the key to successful risk analysis in every economic climate. Topics range from the relative merits of fundamental, statistical, and macroeconomic models, to GARCH and other time series models, to the properties of the VIX volatility index. The book covers both mainstream and alternative asset classes, and includes in-depth treatments of model integration and evaluation. Credit and liquidity risk and the uncertainty of extreme events are examined in an intuitive and rigorous way. An extensive literature review accompanies each topic. The authors complement basic modeling techniques with references to applications, empirical studies, and advanced mathematical texts. This book is essential for financial practitioners, researchers, scholars, and students who want to understand the nature of financial markets or work toward improving them.
Risk Analysis And Portfolio Modelling
DOWNLOAD
Author : Elisa Luciano
language : en
Publisher: MDPI
Release Date : 2019-10-16
Risk Analysis And Portfolio Modelling written by Elisa Luciano and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-16 with Business & Economics categories.
Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide variety of empirical contexts.
Risk Analysis And Portfolio Modelling
DOWNLOAD
Author : David Allen
language : en
Publisher:
Release Date : 2019
Risk Analysis And Portfolio Modelling written by David Allen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with Electronic books categories.
Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide variety of empirical contexts.
Market Risk Analysis Boxset
DOWNLOAD
Author : Carol Alexander
language : en
Publisher: John Wiley & Sons
Release Date : 2009-02-24
Market Risk Analysis Boxset written by Carol Alexander and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-24 with Business & Economics categories.
Market Risk Analysis is the most comprehensive, rigorous and detailed resource available on market risk analysis. Written as a series of four interlinked volumes each title is self-contained, although numerous cross-references to other volumes enable readers to obtain further background knowledge and information about financial applications. Volume I: Quantitative Methods in Finance covers the essential mathematical and financial background for subsequent volumes. Although many readers will already be familiar with this material, few competing texts contain such a complete and pedagogical exposition of all the basic quantitative concepts required for market risk analysis. There are six comprehensive chapters covering all the calculus, linear algebra, probability and statistics, numerical methods and portfolio mathematics that are necessary for market risk analysis. This is an ideal background text for a Masters course in finance. Volume II: Practical Financial Econometrics provides a detailed understanding of financial econometrics, with applications to asset pricing and fund management as well as to market risk analysis. It covers equity factor models, including a detailed analysis of the Barra model and tracking error, principal component analysis, volatility and correlation, GARCH, cointegration, copulas, Markov switching, quantile regression, discrete choice models, non-linear regression, forecasting and model evaluation. Volume III: Pricing, Hedging and Trading Financial Instruments has five very long chapters on the pricing, hedging and trading of bonds and swaps, futures and forwards, options and volatility as well detailed descriptions of mapping portfolios of these financial instruments to their risk factors. There are numerous examples, all coded in interactive Excel spreadsheets, including many pricing formulae for exotic options but excluding the calibration of stochastic volatility models, for which Matlab code is provided. The chapters on options and volatility together constitute 50% of the book, the slightly longer chapter on volatility concentrating on the dynamic properties the two volatility surfaces the implied and the local volatility surfaces that accompany an option pricing model, with particular reference to hedging. Volume IV: Value at Risk Models builds on the three previous volumes to provide by far the most comprehensive and detailed treatment of market VaR models that is currently available in any textbook. The exposition starts at an elementary level but, as in all the other volumes, the pedagogical approach accompanied by numerous interactive Excel spreadsheets allows readers to experience the application of parametric linear, historical simulation and Monte Carlo VaR models to increasingly complex portfolios. Starting with simple positions, after a few chapters we apply value-at-risk models to interest rate sensitive portfolios, large international securities portfolios, commodity futures, path dependent options and much else. This rigorous treatment includes many new results and applications to regulatory and economic capital allocation, measurement of VaR model risk and stress testing.
Cfa Program Curriculum Derivatives And Portfolio Management
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 2008
Cfa Program Curriculum Derivatives And Portfolio Management written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Accounting categories.
Encyclopedia Of Quantitative Risk Analysis And Assessment
DOWNLOAD
Author :
language : en
Publisher: Wiley
Release Date : 2008-09-02
Encyclopedia Of Quantitative Risk Analysis And Assessment written by and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-09-02 with Mathematics categories.
Leading the way in this field, the Encyclopedia of Quantitative Risk Analysis and Assessment is the first publication to offer a modern, comprehensive and in-depth resource to the huge variety of disciplines involved. A truly international work, its coverage ranges across risk issues pertinent to life scientists, engineers, policy makers, healthcare professionals, the finance industry, the military and practising statisticians. Drawing on the expertise of world-renowned authors and editors in this field this title provides up-to-date material on drug safety, investment theory, public policy applications, transportation safety, public perception of risk, epidemiological risk, national defence and security, critical infrastructure, and program management. This major publication is easily accessible for all those involved in the field of risk assessment and analysis. For ease-of-use it is available in print and online.
International Journal Of Risk Assessment And Management
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 2005
International Journal Of Risk Assessment And Management written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Emergency management categories.
Risk Management And Financial Derivatives
DOWNLOAD
Author : Satyajit Das
language : en
Publisher: McGraw-Hill Companies
Release Date : 1998
Risk Management And Financial Derivatives written by Satyajit Das and has been published by McGraw-Hill Companies this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Business & Economics categories.
"Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk management and financial derivatives." "Risk Management and Financial Derivatives provides clear, concise explanations of the mathematics behind today's complex financial risk management topics. An ideal introduction for those new to the subject, it will also serve as an indispensable reference for those already experienced in the field."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved
The Handbook Of Fixed Income Securities Eighth Edition
DOWNLOAD
Author : Frank J. Fabozzi
language : en
Publisher: McGraw Hill Professional
Release Date : 2012-01-06
The Handbook Of Fixed Income Securities Eighth Edition written by Frank J. Fabozzi and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-01-06 with Business & Economics categories.
Thoroughly revised and updated, the eighth edition of Frank Fabozzi's classic collection - filled with chapters written by the industry's most trusted, authoritative fixed income experts' delivers every updated fact and formula today's finance professional needs.
Research Management
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 1986
Research Management written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Industrial management categories.