The following text field will produce suggestions that follow it as you type.

Popular Categories

Market Risk Analysis Boxset by Carol Alexander, Hardcover | Indigo Chapters

Compare Market Risk Analysis Boxset by Carol Alexander, Hardcover | Indigo Chapters

Carol Alexander

$385.00

Market Risk Analysis is the most comprehensive, rigorous and detailed resource available on market risk analysis. Written as a series of four interlinked volumes each title is self-contained, although numerous cross-references to other volumes enable readers to obtain further background knowledge and information about financial applications. Volume I: Quantitative Methods in Finance covers the essential mathematical and financial background for subsequent volumes. Although many readers will already be familiar with this material, few competing texts contain such a complete and pedagogical exposition of all the basic quantitative concepts required for market risk analysis. There are six comprehensive chapters covering all the calculus, linear algebra, probability and statistics, numerical methods and portfolio mathematics that are necessary for market risk analysis. This is an ideal background text for a Masters course in finance. Volume II: Practical Financial Econometrics provides a detailed understanding of financial econometrics, with applications to asset pricing and fund management as well as to market risk analysis. It covers equity factor models, including a detailed analysis of the Barra model and tracking error, principal component analysis, volatility and correlation, GARCH, cointegration, copulas, Markov switching, quantile regression, discrete choice models, non-linear regression, forecasting and model evaluation. Volume III: Pricing, Hedging and Trading Financial Instruments has five very long chapters on the pricing, hedging and trading of bonds and swaps, futures and forwards, options and volatility as well detailed descriptions of mapping portfolios of these financial instruments to their risk factors. There are numerous examples, all coded in interactive Excel spreadsheets, including many pricing formulae for exotic options but excluding the calibration of stochastic volatility models, for which Matlab code is provided. The chapters on options and volatility together constitute 50% of the book, the slightly longer chapter on volatility concentrating on the dynamic properties the two volatility surfaces the implied and the local volatility surfaces that accompany an option pricing model, with particular reference to hedging. Volume IV: Value at Risk Models builds on the three previous volumes to provide by far the most comprehensive and detailed treatment of market VaR models that is currently available in any textbook. The exposition starts at an elementary level but, as in all the other volumes, the pedagogical approach accompanied by numerous interactive Excel spreadsheets allows readers to experience the application of parametric linear, historical simulation and Monte Carlo VaR models to increasingly complex portfolios. Starting with simple positions, after a few chapters we apply value-at-risk models to interest rate sensitive portfolios, large international securities portfolios, commodity futures, path dependent options and much else. This rigorous treatment includes many new results and applications to regulatory and economic capital allocation, measurement of VaR model risk and stress testing. | Market Risk Analysis Boxset by Carol Alexander, Hardcover | Indigo Chapters

Compare similar products to Carol Alexander

Market Risk Analysis Value at Risk Models by Carol Alexander, Hardcover | Indigo Chapters
Loading Inventory...
Loading Inventory...

Market Risk Analysis Value at Risk Models by Carol Alexander, Hardcover | Indigo Chapters

Coles

Current price: $145.00
Introduction to Risk Analysis by Daniel M. Byrd, Hardcover | Indigo Chapters
Loading Inventory...
Loading Inventory...

Introduction to Risk Analysis by Daniel M. Byrd, Hardcover | Indigo Chapters

Coles

Current price: $203.00
Primer On Risk Analysis by Charles Yoe, Hardcover | Indigo Chapters
Loading Inventory...
Loading Inventory...

Primer On Risk Analysis by Charles Yoe, Hardcover | Indigo Chapters

Coles

Current price: $266.50
Risk Assessment by Marvin Rausand, Hardcover | Indigo Chapters
Loading Inventory...
Loading Inventory...

Risk Assessment by Marvin Rausand, Hardcover | Indigo Chapters

Coles

Current price: $213.95
Financial Risk Management by Allan M. Malz, Hardcover | Indigo Chapters
Loading Inventory...
Loading Inventory...

Financial Risk Management by Allan M. Malz, Hardcover | Indigo Chapters

Coles

Current price: $114.00
Total Information Risk Management by Alexander Borek, Paperback | Indigo Chapters
Loading Inventory...
Loading Inventory...

Total Information Risk Management by Alexander Borek, Paperback | Indigo Chapters

Coles

Current price: $73.95
Risk Analysis by Terje Aven, Hardcover | Indigo Chapters
Loading Inventory...
Loading Inventory...

Risk Analysis by Terje Aven, Hardcover | Indigo Chapters

Coles

Current price: $124.95
Country Risk Analysis by Ronald L. Solberg, Hardcover | Indigo Chapters
Loading Inventory...
Loading Inventory...

Country Risk Analysis by Ronald L. Solberg, Hardcover | Indigo Chapters

Coles

Current price: $340.50
Risk Analysis by Constantine Zervos, Hardcover | Indigo Chapters
Loading Inventory...
Loading Inventory...

Risk Analysis by Constantine Zervos, Hardcover | Indigo Chapters

Coles

Current price: $428.95
Primer On Risk Analysis by Charles Yoe, Paperback | Indigo Chapters
Loading Inventory...
Loading Inventory...

Primer On Risk Analysis by Charles Yoe, Paperback | Indigo Chapters

Coles

Current price: $122.95
Quantitative Risk Management by Alexander J. McNeil, Hardcover | Indigo Chapters
Loading Inventory...
Loading Inventory...

Quantitative Risk Management by Alexander J. McNeil, Hardcover | Indigo Chapters

Coles

Current price: $144.00
Risk Communication by Andrea H. McMakin, Hardcover | Indigo Chapters
Loading Inventory...
Loading Inventory...

Risk Communication by Andrea H. McMakin, Hardcover | Indigo Chapters

Coles

Current price: $118.95
Risk Management by Jacqueline Jeynes, Paperback | Indigo Chapters
Loading Inventory...
Loading Inventory...

Risk Management by Jacqueline Jeynes, Paperback | Indigo Chapters

Coles

Current price: $94.95
Trading Risk by Kenneth L. Grant, Hardcover | Indigo Chapters
Loading Inventory...
Loading Inventory...

Trading Risk by Kenneth L. Grant, Hardcover | Indigo Chapters

Coles

Current price: $113.00
Principles Of Risk Analysis by Charles Yoe, Hardcover | Indigo Chapters
Loading Inventory...
Loading Inventory...

Principles Of Risk Analysis by Charles Yoe, Hardcover | Indigo Chapters

Coles

Current price: $384.95
Powered by Adeptmind