TOP
0
0
領取雙11折扣優惠
Multi-Asset Risk Modeling ― Techniques for a Global Economy in an Electronic and Algorithmic Trading Era

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

商品資訊

定價
:NT$ 5997 元
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
商品簡介
相關商品

商品簡介

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.
  • Simplifies readers'?search for information about?theoretical and applied elements of financial risk models by covering all asset classes
  • Provides both mathematical theoretical explanations of risk as well as practical examples with empirical data
  • Includes major sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commodities

您曾經瀏覽過的商品

購物須知

外文書商品之書封,為出版社提供之樣本。實際出貨商品,以出版社所提供之現有版本為主。部份書籍,因出版社供應狀況特殊,匯率將依實際狀況做調整。

無庫存之商品,在您完成訂單程序之後,將以空運的方式為你下單調貨。為了縮短等待的時間,建議您將外文書與其他商品分開下單,以獲得最快的取貨速度,平均調貨時間為1~2個月。

為了保護您的權益,「三民網路書店」提供會員七日商品鑑賞期(收到商品為起始日)。

若要辦理退貨,請在商品鑑賞期內寄回,且商品必須是全新狀態與完整包裝(商品、附件、發票、隨貨贈品等)否則恕不接受退貨。

定價:100 5997
若需訂購本書,請電洽客服 02-25006600[分機130、131]。

暢銷榜

客服中心

收藏

會員專區