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Multi-Asset Risk Modeling

- Techniques for a Global Economy in an Electronic and Algorithmic Trading Era

Om Multi-Asset Risk Modeling

Beginning with the fundamentals of risk mathematics and quantitative risk analysis, this book discusses the laws in standard models that contributed to the 2008 financial crisis and talks about current and future banking regulation. It provides mathematical theoretical explanations of risk as well as practical examples with empirical data.

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  • Språk:
  • Engelska
  • ISBN:
  • 9780124016903
  • Format:
  • Inbunden
  • Sidor:
  • 544
  • Utgiven:
  • 15. januari 2014
  • Mått:
  • 200x242x32 mm.
  • Vikt:
  • 1286 g.
Leveranstid: 2-4 veckor
Förväntad leverans: 2. juni 2025

Beskrivning av Multi-Asset Risk Modeling

Beginning with the fundamentals of risk mathematics and quantitative risk analysis, this book discusses the laws in standard models that contributed to the 2008 financial crisis and talks about current and future banking regulation. It provides mathematical theoretical explanations of risk as well as practical examples with empirical data.

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