Handbook of Market Risk

Business & Finance, Economics, Econometrics, Industries & Professions, Insurance, Finance & Investing, Finance
Cover of the book Handbook of Market Risk by Christian Szylar, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Christian Szylar ISBN: 9781118572986
Publisher: Wiley Publication: October 16, 2013
Imprint: Wiley Language: English
Author: Christian Szylar
ISBN: 9781118572986
Publisher: Wiley
Publication: October 16, 2013
Imprint: Wiley
Language: English

A ONE-STOP GUIDE FOR THE THEORIES, APPLICATIONS, AND STATISTICAL METHODOLOGIES OF MARKET RISK

Understanding and investigating the impacts of market risk on the financial landscape is crucial in preventing crises. Written by a hedge fund specialist, the Handbook of Market Risk is the comprehensive guide to the subject of market risk.

Featuring a format that is accessible and convenient, the handbook employs numerous examples to underscore the application of the material in a real-world setting. The book starts by introducing the various methods to measure market risk while continuing to emphasize stress testing, liquidity, and interest rate implications. Covering topics intrinsic to understanding and applying market risk, the handbook features:

  • An introduction to financial markets
  • The historical perspective from market
  • events and diverse mathematics to the
  • value-at-risk
  • Return and volatility estimates
  • Diversification, portfolio risk, and
  • efficient frontier
  • The Capital Asset Pricing Model
  • and the Arbitrage Pricing Theory
  • The use of a fundamental
  • multi-factors model
  • Financial derivatives instruments
  • Fixed income and interest rate risk
  • Liquidity risk
  • Alternative investments
  • Stress testing and back testing
  • Banks and Basel II/III

The Handbook of Market Risk is a must-have resource for financial engineers, quantitative analysts, regulators, risk managers in investments banks, and large-scale consultancy groups advising banks on internal systems. The handbook is also an excellent text for academics teaching postgraduate courses on financial methodology.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

A ONE-STOP GUIDE FOR THE THEORIES, APPLICATIONS, AND STATISTICAL METHODOLOGIES OF MARKET RISK

Understanding and investigating the impacts of market risk on the financial landscape is crucial in preventing crises. Written by a hedge fund specialist, the Handbook of Market Risk is the comprehensive guide to the subject of market risk.

Featuring a format that is accessible and convenient, the handbook employs numerous examples to underscore the application of the material in a real-world setting. The book starts by introducing the various methods to measure market risk while continuing to emphasize stress testing, liquidity, and interest rate implications. Covering topics intrinsic to understanding and applying market risk, the handbook features:

The Handbook of Market Risk is a must-have resource for financial engineers, quantitative analysts, regulators, risk managers in investments banks, and large-scale consultancy groups advising banks on internal systems. The handbook is also an excellent text for academics teaching postgraduate courses on financial methodology.

More books from Wiley

Cover of the book Large-scale Complex System and Systems of Systems by Christian Szylar
Cover of the book Rigorous Magic by Christian Szylar
Cover of the book Electrical Overstress (EOS) by Christian Szylar
Cover of the book How To Make Money as a Mediator (And Create Value for Everyone) by Christian Szylar
Cover of the book The Wiley Trading Guide by Christian Szylar
Cover of the book Supply Chain Management and its Applications in Computer Science by Christian Szylar
Cover of the book Practical Field Ecology by Christian Szylar
Cover of the book Exotic Options Trading by Christian Szylar
Cover of the book Causal Inference in Statistics by Christian Szylar
Cover of the book Advanced Paediatric Life Support by Christian Szylar
Cover of the book Canon EOS Digital Rebel XTi / 400D For Dummies by Christian Szylar
Cover of the book Comprehensive Reform for Student Success by Christian Szylar
Cover of the book Midwifery Skills at a Glance by Christian Szylar
Cover of the book Handbook of Industrial Inkjet Printing by Christian Szylar
Cover of the book A Primer of NMR Theory with Calculations in Mathematica by Christian Szylar
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy