عنوان

Practical methods of financial engineering and risk management :

شابک

143026134X

شابک

9781430261346

شماره

b537992

عنوان اصلي

Practical methods of financial engineering and risk management :

نام عام مواد

[Book]

ساير اطلاعات عنواني

tools for modern financial professionals

نام نخستين پديدآور

Rupak Chatterjee ; technical reviewer, Neville O'Reilly.

محل نشرو پخش و غیره

[New York]

نام ناشر، پخش کننده و غيره

Springer/Apress

تاریخ نشرو بخش و غیره

©2014.

نام خاص و کميت اثر

1 ressource en ligne.

عنوان فروست

Stevens series in quantitative finance.

متن يادداشت

Titre de l'écran-titre (visionné le 4 nov. 2014).;TRAITEMENT SOMMAIRE.

متن يادداشت

Chapter 1. Financial InstrumentsChapter 2. Building a Yield CurveChapter 3. Statistical Analysis of Financial DataChapter 4. Stochastic ProcessesChapter 5. Optimal Hedging Monte Carlo (OHMC) MethodsChapter 6. Introduction to Credit DerivativesChapter 7. Basel II, Basel III, and Credit Valuation Adjustment (CVA)Chapter 8. Modeling Extreme Moves with Power LawsChapter 9. Asset Replication

متن يادداشت

Rupak Chatterjee, former director of the multi-asset quantitative research group at Citi, introduces finance professionals and advanced students to the latest concepts, tools, valuation techniques, and analytic measures being deployed by the more discerning and responsive Wall Street practitioners, on all operational scales from day trading to institutional strategy, to model and analyze more faithfully the real behavior and risk exposure of financial markets in the cold light of the post-2008 realities. The book assumes a working knowledge of calculus, statistics, and Excel, but it teaches techniques from statistical analysis, probability, and stochastic processes sufficient to enable the reader to calibrate probability distributions and create the simulations that are used on Wall Street to valuate various financial instruments correctly, model the risk dimensions of trading strategies, and perform the numerically intensive analysis of risk measures required by various regulatory agencies. --

موضوع مستند نشده

Economics.

موضوع مستند نشده

Gestion du risque -- Modèles mathématiques.

موضوع مستند نشده

Ingénierie financière.

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Rupak Chatterjee ; technical reviewer, Neville O'Reilly.

مستند نام اشخاص تاييد نشده

Neville O'Reilly

مستند نام اشخاص تاييد نشده

Rupak Chatterjee

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y