Multi-Asset Risk Modeling
Techniques for a Global Economy in an Electronic and Algorithmic Trading EraBy
- Morton Glantz
- Robert Kissell
Undergraduate and graduate students, professors, and professionals working with financial risk management techniques who want reference information about theoretical models and applications.
Hardbound, 544 Pages
Published: December 2013
Imprint: Academic Press
"The financial crisis has shown that measurement and control of financial risks is a crucial task for a financial institution that cannot be delegated to a few specialists in the quant department. This very readable book provides a good introduction to many hot issues in financial risk management at a level accessible to the non-specialist." --Ruediger Frey, WirtschaftsuniversitÃ¤t Wien "
Multi-Asset Risk Modelingpresents a comprehensive overview and summary of methods employed in finance. The statistical methods based on real-world examples provide a practical introduction for students, and the book is a valuable source for financial engineering and risk management tools as well." --Alois Pichler, UniversitÃ¤t Wien "The text offers an up-to-date and practical coverage of a wide range of topics in risk modeling and risk management, representing a good source for both students and practitioners." --Giorgio Fazio, UniversitÃ degli Studi di Palermo