Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era

0 avg rating
( 0 ratings by GoodReads )
 
9780124016903: Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era

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 attention in the literature. By giving coherent recommendations about which statistical models to use for which asset class, this book makes a real contribution to the sciences of portfolio management and risk management.

  • Covers all asset classes
  • Provides mathematical theoretical explanations of risk as well as practical examples with empirical data
  • Includes sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commodities

"synopsis" may belong to another edition of this title.

From the Back Cover:

This single volume describes 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.  With mathematics playing a prominent role, the authors present standard risk-management and asset allocation models and more advanced extensions, discuss the laws in standard models that contributed to the 2008 financial crisis, and talk about current and future banking regulation. Importantly, they also explore algorithmic trading, which currently receives sparse attention in the literature.  Their focus on practical issues and their ability to translate difficult risk management material into practice with insights into the difficulties of implementation and techniques for the required parameter estimation set their volume apart from others.  By giving coherent recommendations about which statistical models to use for which asset class, they make a real contribution to the sciences of portfolio management and risk management.

About the Author:

Professor Morton Glantz serves as a financial consultant, educator, and adviser to a broad spectrum of professionals, including corporate financial executives, government ministers, privatization managers, investment and commercial bankers, public accounting firms, members of merger and acquisition teams, strategic planning executives, management consultants, attorneys, and representatives of foreign governments and international banks. Professor Morton Glantz is a principal of Real Consulting and Real Options Valuation, firms specializing in risk consulting, training, certification, and advanced analytical software in the areas of risk quantification, analysis, and management solutions.

As a JP Morgan Chase (heritage bank) senior banker, Professor Glantz built a progressive career path specializing in credit analysis and credit risk management, risk grading systems, valuation models, and professional training. He was instrumental in the reorganization and development of the credit analysis module of the Bank's Management Training Program-Finance, which at the time was recognized as one of the foremost training programs in the banking industry.

Professor Glantz is on the (adjunct) finance faculty of the Fordham Graduate School of Business. He has appeared in the Harvard University International Directory of Business and Management Scholars and Research, and has earned Fordham University Deans Award for Faculty Excellence on three occasions. He is a Board Member of the International Standards Board, International Institute of Professional Education and Research (IIPER). The IIPER is a global institute with partners and offices around the world, including the United States, Switzerland, Hong Kong, Mexico, Portugal, Singapore, Nigeria, and Malaysia. Professor Glantz is widely published in financial journals and has authored 8 books.

Robert Kissell is an Executive Director responsible for analytics product initiatives within UBS Direct Execution and UBS Portfolio Trading. Prior to joining UBS, he was with JP Morgan where he served as Head of Quantitative Trading Strategies.

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Glantz, Morton; Kissell, Robert
ISBN 10: 0124016901 ISBN 13: 9780124016903
New Quantity Available: 1
Seller
Rating
[?]

Book Description Book Condition: New. Publisher/Verlag: Academic Press | Techniques for a Global Economy in an Electronic and Algorithmic Trading Era | 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 attention in the literature. By giving coherent recommendations about which statistical models to use for which asset class, this book makes a real contribution to the sciences of portfolio management and risk management.Covers all asset classes Provides mathematical theoretical explanations of risk as well as practical examples with empirical dataIncludes sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commodities | Introduction to Multi-Asset Risk Modeling - Lessons from the Debt Crisis A Primer on Risk Mathematics A Primer on Quantitative Risk Analysis - by Johnathan MunPrice Volatility Factor Models Equity DerivativesForeign Exchange Market and Interest RatesAlgorithmic Trading Risk Risk Hedging Techniques Rating Credit Risk: Current Practices, Model Design and ApplicationsA Basic Credit Default Swap Model Multi-Asset Corporate Restructurings and Valuations Extreme Value Theory and Application to Market Shocks for Stress Testing and Extreme Value at Risk Case Study: Ensuring Sustainability of an Institution as a Going Concern: An Approach to Dealing with Black Swan or Tail Risk - by Karamjeet Paul | Format: Hardback | Language/Sprache: english | 1276 gr | 240x185x32 mm | 544 pp. Bookseller Inventory # K9780124016903

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 46.25
Convert Currency

Add to Basket

Shipping: US$ 5.31
From Germany to U.S.A.
Destination, Rates & Speeds

2.

Glantz, Morton; Kissell, Robert
Published by Elsevier Science Publishing Co Inc, United States (2014)
ISBN 10: 0124016901 ISBN 13: 9780124016903
New Hardcover Quantity Available: 10
Seller
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, United States, 2014. Hardback. Book Condition: New. 236 x 190 mm. Language: English . Brand New Book. 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 attention in the literature. By giving coherent recommendations about which statistical models to use for which asset class, this book makes a real contribution to the sciences of portfolio management and risk management. * Covers all asset classes * Provides mathematical theoretical explanations of risk as well as practical examples with empirical data* Includes sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commodities. Bookseller Inventory # AA59780124016903

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 62.22
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

Glantz, Morton; Kissell, Robert
Published by Elsevier Science Publishing Co Inc, United States (2014)
ISBN 10: 0124016901 ISBN 13: 9780124016903
New Hardcover Quantity Available: 10
Seller
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, United States, 2014. Hardback. Book Condition: New. 236 x 190 mm. Language: English . Brand New Book. 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 attention in the literature. By giving coherent recommendations about which statistical models to use for which asset class, this book makes a real contribution to the sciences of portfolio management and risk management. * Covers all asset classes * Provides mathematical theoretical explanations of risk as well as practical examples with empirical data* Includes sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commodities. Bookseller Inventory # AA59780124016903

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 62.86
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Glantz, Morton; Kissell, Robert
Published by Elsevier Science Publishing Co Inc
ISBN 10: 0124016901 ISBN 13: 9780124016903
New Hardcover Quantity Available: 2
Seller
THE SAINT BOOKSTORE
(Southport, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc. Hardback. Book Condition: new. BRAND NEW, Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era, Morton Glantz, Robert Kissell, 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 attention in the literature. By giving coherent recommendations about which statistical models to use for which asset class, this book makes a real contribution to the sciences of portfolio management and risk management. It covers all asset classes. It provides mathematical theoretical explanations of risk as well as practical examples with empirical data. It includes sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commodities. Bookseller Inventory # B9780124016903

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 64.26
Convert Currency

Add to Basket

Shipping: US$ 7.15
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Glantz, Morton; Kissell, Robert
Published by Elsevier Science Publishing Co Inc 2014-01-15, San Diego (2014)
ISBN 10: 0124016901 ISBN 13: 9780124016903
New Hardcover Quantity Available: 10
Seller
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc 2014-01-15, San Diego, 2014. hardback. Book Condition: New. Bookseller Inventory # 9780124016903

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 66.66
Convert Currency

Add to Basket

Shipping: US$ 5.42
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

Glantz, Morton; Kissell, Robert
Published by Elsevier Science Publishing Co Inc (2013)
ISBN 10: 0124016901 ISBN 13: 9780124016903
New Hardcover First Edition Quantity Available: 2
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, 2013. Book Condition: New. 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. Num Pages: 544 pages, illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 242 x 200 x 32. Weight in Grams: 1286. . 2013. 1st Edition. Hardcover. . . . . . Bookseller Inventory # V9780124016903

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 73.71
Convert Currency

Add to Basket

Shipping: FREE
From Ireland to U.S.A.
Destination, Rates & Speeds

7.

Glantz, Morton; Kissell, Robert
Published by Elsevier Science Publishing Co Inc
ISBN 10: 0124016901 ISBN 13: 9780124016903
New Hardcover Quantity Available: 2
Seller
Kennys Bookstore
(Olney, MD, U.S.A.)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc. Book Condition: New. 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. Num Pages: 544 pages, illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 242 x 200 x 32. Weight in Grams: 1286. . 2013. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. Bookseller Inventory # V9780124016903

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 75.44
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

8.

Glantz, Morton; Kissell, Robert
Published by Academic Press (2014)
ISBN 10: 0124016901 ISBN 13: 9780124016903
New Quantity Available: 2
Seller
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Academic Press, 2014. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # BB-9780124016903

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 65.08
Convert Currency

Add to Basket

Shipping: US$ 10.84
From United Kingdom to U.S.A.
Destination, Rates & Speeds

9.

Glantz, Morton; Kissell, Robert
Published by Academic Press (2014)
ISBN 10: 0124016901 ISBN 13: 9780124016903
New Hardcover Quantity Available: 1
Seller
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Academic Press, 2014. Hardback. Book Condition: NEW. 9780124016903 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Bookseller Inventory # HTANDREE0893845

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 75.64
Convert Currency

Add to Basket

Shipping: US$ 9.68
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

Glantz, Morton; Kissell, Robert
Published by Academic Press (2014)
ISBN 10: 0124016901 ISBN 13: 9780124016903
New Hardcover Quantity Available: 1
Seller
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Academic Press, 2014. Hardback. Book Condition: NEW. 9780124016903 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Bookseller Inventory # HTANDREE01197766

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 75.64
Convert Currency

Add to Basket

Shipping: US$ 9.68
From United Kingdom to U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book