In his best-selling Irrational Exuberance, Robert Shiller cautioned that society's obsession with the stock market was fueling the volatility that has since made a roller coaster of the financial system. Less noted was Shiller's admonition that our infatuation with the stock market distracts us...

Part 1. Portfolio building blocks covering foreign exchange, money markets, fixed Income and derivatives Instruments -- 1 Traded Foreign Exchange Instruments -- 2 Traded Money Market Instruments -- 3 Fixed Income Instruments market condition, pricing mechanism, quoting and settlement convention...

This text explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.

Since their surge in the last decade cryptocurrencies have gained considerable attention in financial markets, and in academic research. Scholars and practitioners are showing interest in the role of cryptocurrencies as part of investors' risk management strategies. Understanding how the returns...