Handbook of Quantitative Finance and Risk Management

Handbook of Quantitative Finance and Risk Management

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Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From qarbitrageq to qyield spreads, q the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.Mathematical programming and the analysis of capital budgeting problems, Prentice-Hall, Englewood Cliffs, NJ. Weinstein, M. I. 1983. ... a€œMutual fund performance: an empirical decomposition into stock-picking talent, style, transaction costs, and expenses.a€ Journal of ... Journal of Econometrics 105, 287 a€“308. West, K. and ... West, P. M., P. L. Brockett, and L. L. Golden. 1997. ... dominance and mean-variance measures of profit and loss for business planning and investment.a€ Europeananbsp;...

Title:Handbook of Quantitative Finance and Risk Management
Author:Cheng-Few Lee, John Lee
Publisher:Springer Science & Business Media - 2010-06-14


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