Risk management

challenge and opportunity

Dealing with all aspects of risk management that have undergone significant innovation in recent years, this book aims at being a reference work in its field. Different to other books on the topic, it addresses the challenges and opportunities facing the different risk management types ...

Traders

risks, decisions, and management in financial markets

This is a book about traders in financial markets: what they do, the kind of people they are, how they perceive the world they inhabit, how they make decisions and take risks. This is also a book about how traders are managed - the best and ...

El riesgo del mercado

su medición y control

¿Qué es el Valor en Riesgo ¿Podemos valorarlo de un modo científico y hacerlo comprensible para todo tipo de usuarios potenciales como puedan ser gestores de riesgos, accionistas, reguladores, clientes bancarios, etc. ¿Se trata de un concepto ampliamente implantado en la banca española Todas estas ...

Monte Carlo simulation and finance

Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process ...

Dynamic asset allocation with forwards and futures

This is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve over time, what optimal strategies one can expect from the participants, what characterizes such markets and ...

Introduction to modern portfolio optimization with NUOPT and S-PLUS

increasingly critical ingredient of asset and fund management, while at the same time portfolio risk assessment has become an essential ingredient in risk management, and this trend will only accelerate in the coming years. Unfortunately there is a large gap between the limited treatment of ...

Interest risk modeling

the fixed income valuation course

The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis ...

The market masters

Wall Street's top investment pros reveal how to make money in Both Bull and bear markets

ÍNDICE: PART ONE: THE GROWTH GURUS. Manu Daftary, DG Capital Management. W. Whitfield Gardner, Gardner Lewis Asset Management. Janna Sampson, Oak Brook Investments. Samuel Stewart, Wasatch Advisors. John C. Thompson, Thompson Investment Management. PART TWO: THE VALUE MASTERS. Robert Lyon, Institutional Capital. Andy Pilara, RS ...

Risk and asset alloction

This encyclopedic, detailed exposition spans all the steps of one- period allocation from the foundations to the most advanced developments. Multivariate estimation methods are analyzed in depth, including non- parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques. Evaluation methods such as ...

Economic and fiancial decisions under risk

An understanding of risk and how to deal with it is an essential part of modern economics. Whether liability litigation for pharmaceutical firms or an individual's having insufficient wealth to retire, risk is something that can be recognized, quantified, analyzed, treated--and incorporated into our ...

Inversiones socialmente responsables

El libro presenta la inversión socialmente responsable en cuanto incorpora a los tradicionales criterios financieros los sociales, éticos y medioambientales. Para ello se centra en el papel de la ISR como palanca de cambio económico a nivel social e internacional, en el papel de la ...

Real analysis

measure theory, integration, & Hilbert spaces

Real Analysis is the third volume in the Princeton Lectures in Analysis, a series of four textbooks that aim to present, in an integrated manner, the core areas of analysis. Here the focus is on the development of measure and integration theory, differentiation and integration ...

Measuring market risk

Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A ...

Los recursos intangibles

gestión y reconocimiento en la empresa española

Los recursos intangibles son cada vez más relevantes en la totalidad de los ámbitos económicos, mientras que en el undo empresarial su protagonismo es aún mayor, sin embargo, para que tal proces se materialice es necesario invertir y gestinar adecuadamente estos activos, lo cual no ...

Valoración de empresas cotizadas

principales métodos, el papel de los intangibles y estudio mediante casos

La presente obra efectúa un recorrido, teórico y práctico, por las principales metodologías que sustentan las prácticas de valoración de empresas, abarcando desde las más conocidas, como el análisis de múltiplos y el descuento de flujos, hasta aquellas consideradas como más vanguardistas. El nacimiento y ...

Fat-tailed and skewed asset return distributions

implications for risk management, portfolio selection, and option pricing

A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management. This unique book gives non-technical readers an understanding of the highly technical mathematics behind how portfolio management, risk management, and option pricing modeling ...

Hedge funds

insights in performance measurement, risk analysis, and portfolio allocation

Leading hedge fund experts examine current trends, applications, and theories in this dynamic field. Here is an in-depth look at hedge funds-from quantitative and qualitative analysis to portfolio allocation, risk analysis, performance measurement, and new methods of hedge fund performance, evaluation, and risk that investors ...

Portfolio management with heuristic optimization

Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations of portfolio optimization, its assumptions, approaches and the limitations when "traditional" optimization techniques are to be applied. In addition, the basic concepts of several heuristic optimization techniques are ...

The securitization markets handbook

structures and dynamics of mortgage- and asset-backed securities

Securitization is a corporate funding technique that is widely adopted by financial and industrial companies throughout the world, used to finance both working capital and capital budgets. It is also used as a risk management tool and a source of liquidity. Securitization has been adapted ...

Asset price dynamics, volatility, and prediction

This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent ...