Practical Methods of Financial Engineering and Risk Management: Tools for Modern Financial Professionals
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berkeley, CA ; s.l.
Apress
2014
Imprint: Apress |
| Schlagworte: | |
| Online-Zugang: | BTU01 FHI01 FHM01 FHN01 FKE01 FWS01 FWS02 UBT01 UBY01 Volltext Abstract |
| Beschreibung: | 1 Online-Ressource (XXIV, 354 p.) Ill. |
| ISBN: | 9781430261346 |
| DOI: | 10.1007/978-1-4302-6134-6 |
Internformat
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Datensatz im Suchindex
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| adam_text | PRACTICAL METHODS OF FINANCIAL ENGINEERING AND RISK MANAGEMENT
/ CHATTERJEE, RUPAK
: 2014
ABSTRACT / INHALTSTEXT
RISK CONTROL, CAPITAL ALLOCATION, AND REALISTIC DERIVATIVE PRICING AND
HEDGING ARE CRITICAL CONCERNS FOR MAJOR FINANCIAL INSTITUTIONS AND
INDIVIDUAL TRADERS ALIKE. EVENTS FROM THE COLLAPSE OF LEHMAN BROTHERS TO
THE GREEK SOVEREIGN DEBT CRISIS DEMONSTRATE THE URGENT AND ABIDING NEED
FOR STATISTICAL TOOLS ADEQUATE TO MEASURE AND ANTICIPATE THE AMPLITUDE
OF POTENTIAL SWINGS IN THE FINANCIAL MARKETS—FROM ORDINARY STOCK PRICE
AND INTEREST RATE MOVES, TO DEFAULTS, TO THOSE INCREASINGLY FREQUENT
RARE EVENTS FASHIONABLY CALLED BLACK SWAN EVENTS. YET MANY ON WALL
STREET CONTINUE TO RELY ON STANDARD MODELS BASED ON ARTIFICIALLY
SIMPLIFIED ASSUMPTIONS THAT CAN LEAD TO SYSTEMATIC (AND SOMETIMES
CATASTROPHIC) UNDERESTIMATION OF REAL RISKS. IN PRACTICAL METHODS OF
FINANCIAL ENGINEERING AND RISK MANAGEMENT, DR.RUPAK CHATTERJEE— FORMER
DIRECTOR OF THE MULTI-ASSET QUANTITATIVE RESEARCH GROUP AT
CITI—INTRODUCES FINANCE PROFESSIONALS AND ADVANCED STUDENTS TO THE
LATEST CONCEPTS, TOOLS, VALUATION TECHNIQUES, AND ANALYTIC MEASURES
BEING DEPLOYED BY THE MORE DISCERNING AND RESPONSIVE WALL STREET
PRACTITIONERS, ON ALL OPERATIONAL SCALES FROM DAY TRADING TO
INSTITUTIONAL STRATEGY, TO MODEL AND ANALYZE MORE FAITHFULLY THE REAL
BEHAVIOR AND RISK EXPOSURE OF FINANCIAL MARKETS IN THE COLD LIGHT OF THE
POST-2008 REALITIES. UNTIL ONE MASTERS THIS MODERN SKILL SET, ONE CANNOT
ALLOCATE RISK CAPITAL PROPERLY, PRICE AND HEDGE DERIVATIVE SECURITIES
REALISTICALLY, OR RISK-MANAGE POSITIONS FROM THE MULTIPLE PERSPECTIVES
OF MARKET RISK, CREDIT RISK, COUNTERPARTY RISK, AND SYSTEMIC RISK.THE
BOOK ASSUMES A WORKING KNOWLEDGE OF CALCULUS, STATISTICS, AND EXCEL, BUT
IT TEACHES TECHNIQUES FROM STATISTICAL ANALYSIS, PROBABILITY, AND
STOCHASTIC PROCESSES SUFFICIENT TO ENABLE THE READER TO CALIBRATE
PROBABILITY DISTRIBUTIONS AND CREATE THE SIMULATIONS THAT ARE USED ON
WALL STREET TO VALUATE VARIOUS FINANCIAL INSTRUMENTS CORRECTLY, MODEL
THE RISK DIMENSIONS OF TRADING STRATEGIES, AND PERFORM THE NUMERICALLY
INTENSIVE ANALYSIS OF RISK MEASURES REQUIRED BY VARIOUS REGULATORY
AGENCIES
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author | Chatterjee, Rupak |
| author_facet | Chatterjee, Rupak |
| author_role | aut |
| author_sort | Chatterjee, Rupak |
| author_variant | r c rc |
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| dewey-ones | 650 - Management and auxiliary services |
| dewey-raw | 650 |
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| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-1-4302-6134-6 |
| format | Electronic eBook |
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| indexdate | 2024-08-01T12:03:37Z |
| institution | BVB |
| isbn | 9781430261346 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027547484 |
| oclc_num | 892099914 |
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| owner_facet | DE-M347 DE-92 DE-863 DE-BY-FWS DE-862 DE-BY-FWS DE-859 DE-634 DE-573 DE-703 DE-706 |
| physical | 1 Online-Ressource (XXIV, 354 p.) Ill. |
| psigel | ZDB-2-SBE |
| publishDate | 2014 |
| publishDateSearch | 2014 |
| publishDateSort | 2014 |
| publisher | Apress Imprint: Apress |
| record_format | marc |
| spellingShingle | Chatterjee, Rupak Practical Methods of Financial Engineering and Risk Management Tools for Modern Financial Professionals Risikomanagement (DE-588)4121590-4 gnd Financial Engineering (DE-588)4208404-0 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4208404-0 |
| title | Practical Methods of Financial Engineering and Risk Management Tools for Modern Financial Professionals |
| title_auth | Practical Methods of Financial Engineering and Risk Management Tools for Modern Financial Professionals |
| title_exact_search | Practical Methods of Financial Engineering and Risk Management Tools for Modern Financial Professionals |
| title_full | Practical Methods of Financial Engineering and Risk Management Tools for Modern Financial Professionals by Rupak Chatterjee |
| title_fullStr | Practical Methods of Financial Engineering and Risk Management Tools for Modern Financial Professionals by Rupak Chatterjee |
| title_full_unstemmed | Practical Methods of Financial Engineering and Risk Management Tools for Modern Financial Professionals by Rupak Chatterjee |
| title_short | Practical Methods of Financial Engineering and Risk Management |
| title_sort | practical methods of financial engineering and risk management tools for modern financial professionals |
| title_sub | Tools for Modern Financial Professionals |
| topic | Risikomanagement (DE-588)4121590-4 gnd Financial Engineering (DE-588)4208404-0 gnd |
| topic_facet | Risikomanagement Financial Engineering |
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