[GET] Wiley - Handbook of Market Risk (2014)

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Handbook of Market Risk



English | ISBN: 1118127188 | 2014 | 432 pages | PDF | 17 MB
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


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[Jamzman AKA Shurik'n]

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