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Extreme Events : Robust Portfolio Construction in the Presence of Fat Tails

Kemp, Malcolm - 2011 - 2nd ed

Taking due account of extreme events when constructing portfolios of assets or liabilities is a key discipline for market professionals. Extreme events are a fact of life in how markets operate. In Extreme Events: Robust Portfolio Construction in the Presence of Fat Tails, leading expert Malcolm...

Persistent link: https://www.econbiz.de/10012676499

Fixed income attribution

Colin, Andrew John Theodore; Colin, Andrew - 2005

Persistent link: https://www.econbiz.de/10002257065

Handbook of Asset and Liability Management : From Models to Optimal Return Strategies

Adam, Alexandre - 2007 - 1st ed.

"This book is a comprehensive and authoritative presentation of ALM techniques and issues. It covers modeling and practical aspects of ALM and greatly benefits for the author's experience within the ALM group of BNP-Paribas. I think anyone from the student involved in a risk management degree to...

Persistent link: https://www.econbiz.de/10012689085

Environmental alpha : institutional investors and climate change

Calvello, Angelo A. (contributor) - 2010

Persistent link: https://www.econbiz.de/10003838728

Evaluating hedge fund performance

Tran, Vinh Q. - 2005

Persistent link: https://www.econbiz.de/10002573029

An introduction to equity derivatives : theory and practice

Bossu, Sebastien - 2012 - English language ed (Online-Ausg.)

products. Each chapter includes numerous illustrations and exercises accompanied by the relevant financial theory. Topics … covered include present value, arbitrage pricing, portfolio theory, derivates pricing, delta-hedging, the Black-Scholes model … derivatives theory and practice Completely revised and updated with new chapters, including coverage of cutting-edge concepts in …

Persistent link: https://www.econbiz.de/10012683437

The structured credit handbook

Rajan, Arvind; McDermott, Glen; Roy, Ratul - 2007

Persistent link: https://www.econbiz.de/10003330428

Micro markets : a market structure approach to microeconomic analysis

Schwartz, Robert A. - 2010

Persistent link: https://www.econbiz.de/10003892468

Operational risk : a guide to Basel II capital requirements, models, and analysis

Chernobai, Anna S.; Račev, Svetlozar T.; Fabozzi, Frank J. - 2007

Persistent link: https://www.econbiz.de/10003427487

The fund industry : how your money is managed

Pozen, Robert C.; Hamacher, Theresa - 2011

Details how mutual funds are marketed, regulated, and invested in stocks and bonds. The book also describes the critical factors needed to choose a specific fund for your investment or retirement plan, including what to look for when reading prospectuses, shareholder reports and third party...

Persistent link: https://www.econbiz.de/10008648609