Handbook Of Market Risk

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Описание

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

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

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

The handbook is also an excellent text for academics teaching postgraduate courses on financial methodology.

Written by a hedge fund specialist, the Handbook of Market Risk is the comprehensive guide to the subject of market risk

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