Multi-Asset Risk Modeling

Multi-Asset Risk Modeling

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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 data Includes sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commoditiesFollow the instructions on this web page to install your free extended trial license of the software. We continue ... the softwarea#39;s user manual for more up-to-date details on using the latest version of the software. The Risk ... It is written in Microsoft .NET C# ... If you are using Excel 2007, Excel 2010, or Excel 2013, you will see a new tab called Risk Simulator, as well as some large icons that you can access.

Title:Multi-Asset Risk Modeling
Author:Morton Glantz, Robert Kissell
Publisher:Academic Press - 2013-12-03


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