*Take $10 off when you spend $50+! Use code NEWYEAR10. Ends Mon 5 Jan. T&Cs apply.
Track My Order
Help Centre
Likes
My Wish ListsLogin / Join
Booktopia
Australia's local bookstore
Get Free Shipping on orders over $79
Multi-Asset Risk Modeling : Techniques for a Global Economy in an Electronic and Algorithmic Trading Era - Morton Glantz

Multi-Asset Risk Modeling

Techniques for a Global Economy in an Electronic and Algorithmic Trading Era

By: Morton Glantz, Robert Kissell

eText | 3 December 2013

At a Glance

eText

$117.95

or 4 interest-free payments of $29.49 with

 or 

Instant online reading in your Booktopia eTextbook Library *

Why choose an eTextbook?

Instant Access *

Purchase and read your book immediately

Read Aloud

Listen and follow along as Bookshelf reads to you

Study Tools

Built-in study tools like highlights and more

* eTextbooks are not downloadable to your eReader or an app and can be accessed via web browsers only. You must be connected to the internet and have no technical issues with your device or browser that could prevent the eTextbook from operating.
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 commodities
on
Desktop
Tablet
Mobile

You Can Find This eBook In

Non-FictionAccounting & FinanceFinanceBankingInvestment & SecuritiesCommodities & TradingBusiness & ManagementBusiness Mathematics & SystemsEconomicsEconomic ForecastingInternational EconomicsInternational Finance

More in Banking

Den of Thieves - James B. Stewart

eBOOK

Den of Thieves

eBook

$10.99

A Term at the Fed : An Insider's View - Laurence H. Meyer

eBOOK

A Term at the Fed

An Insider's View

eBook

RRP $24.99

$20.99

16%
OFF
Money Man Tales of a wandering Banker - Hiren Singharay

eBOOK

Money Man Tales of a wandering Banker

eBook

RRP $15.39

$14.99

Bank On It - Darlene Winston

eBOOK

Bank On It

eBook

RRP $17.59

$16.99

This product is categorised by