Multi-asset risk modeling: techniques for a global economy in an electronic and algorithmic trading era
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
San Diego, CA
Academic Press
2014
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes index 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 |
| Beschreibung: | 1 Online-Ressource (545 pages) |
| ISBN: | 9780124016941 0124016944 1306189934 9781306189934 9780124016903 |
Internformat
MARC
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| 100 | 1 | |a Glantz, Morton |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Multi-asset risk modeling |b techniques for a global economy in an electronic and algorithmic trading era |c Morton Glantz, Robert Kissell |
| 264 | 1 | |a San Diego, CA |b Academic Press |c 2014 | |
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| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Includes index | ||
| 500 | |a 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 | ||
| 650 | 4 | |a Bond market | |
| 650 | 4 | |a Bonds | |
| 650 | 4 | |a Investment analysis | |
| 650 | 4 | |a Portfolio management | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Finance |2 bisacsh | |
| 650 | 7 | |a Investments |2 fast | |
| 650 | 7 | |a Portfolio management |2 fast | |
| 650 | 7 | |a Risk management / Mathematical models |2 fast | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Investments | |
| 650 | 4 | |a Portfolio management | |
| 650 | 4 | |a Risk management |x Mathematical models | |
| 700 | 1 | |a Kissell, Robert |e Sonstige |4 oth | |
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Datensatz im Suchindex
| _version_ | 1804152900233986048 |
|---|---|
| any_adam_object | |
| author | Glantz, Morton |
| author_facet | Glantz, Morton |
| author_role | aut |
| author_sort | Glantz, Morton |
| author_variant | m g mg |
| building | Verbundindex |
| bvnumber | BV042310951 |
| collection | ZDB-33-ESD ZDB-33-EBS |
| ctrlnum | (OCoLC)880890612 (DE-599)BVBBV042310951 |
| dewey-full | 332.63 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63 |
| dewey-search | 332.63 |
| dewey-sort | 3332.63 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV042310951 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:18:03Z |
| institution | BVB |
| isbn | 9780124016941 0124016944 1306189934 9781306189934 9780124016903 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027747943 |
| oclc_num | 880890612 |
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| physical | 1 Online-Ressource (545 pages) |
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| publishDate | 2014 |
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| publisher | Academic Press |
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| spelling | Glantz, Morton Verfasser aut Multi-asset risk modeling techniques for a global economy in an electronic and algorithmic trading era Morton Glantz, Robert Kissell San Diego, CA Academic Press 2014 1 Online-Ressource (545 pages) txt rdacontent c rdamedia cr rdacarrier Includes index 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 Bond market Bonds Investment analysis Portfolio management BUSINESS & ECONOMICS / Finance bisacsh Investments fast Portfolio management fast Risk management / Mathematical models fast Mathematisches Modell Wirtschaft Investments Risk management Mathematical models Kissell, Robert Sonstige oth http://www.sciencedirect.com/science/book/9780124016903 Verlag Volltext |
| spellingShingle | Glantz, Morton Multi-asset risk modeling techniques for a global economy in an electronic and algorithmic trading era Bond market Bonds Investment analysis Portfolio management BUSINESS & ECONOMICS / Finance bisacsh Investments fast Portfolio management fast Risk management / Mathematical models fast Mathematisches Modell Wirtschaft Investments Risk management Mathematical models |
| title | Multi-asset risk modeling techniques for a global economy in an electronic and algorithmic trading era |
| title_auth | Multi-asset risk modeling techniques for a global economy in an electronic and algorithmic trading era |
| title_exact_search | Multi-asset risk modeling techniques for a global economy in an electronic and algorithmic trading era |
| title_full | Multi-asset risk modeling techniques for a global economy in an electronic and algorithmic trading era Morton Glantz, Robert Kissell |
| title_fullStr | Multi-asset risk modeling techniques for a global economy in an electronic and algorithmic trading era Morton Glantz, Robert Kissell |
| title_full_unstemmed | Multi-asset risk modeling techniques for a global economy in an electronic and algorithmic trading era Morton Glantz, Robert Kissell |
| title_short | Multi-asset risk modeling |
| title_sort | multi asset risk modeling techniques for a global economy in an electronic and algorithmic trading era |
| title_sub | techniques for a global economy in an electronic and algorithmic trading era |
| topic | Bond market Bonds Investment analysis Portfolio management BUSINESS & ECONOMICS / Finance bisacsh Investments fast Portfolio management fast Risk management / Mathematical models fast Mathematisches Modell Wirtschaft Investments Risk management Mathematical models |
| topic_facet | Bond market Bonds Investment analysis Portfolio management BUSINESS & ECONOMICS / Finance Investments Risk management / Mathematical models Mathematisches Modell Wirtschaft Risk management Mathematical models |
| url | http://www.sciencedirect.com/science/book/9780124016903 |
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