Practical Methods of Financial Engineering and Risk Management

افزودن به بوکمارک اشتراک گذاری 0 دیدگاه کاربران 4 (1)

Tools for Modern Financial Professionals

مشارکت: عنوان و توضیح کوتاه هر کتاب را ترجمه کنید این ترجمه بعد از تایید با نام شما در سایت نمایش داده خواهد شد.

ترجمه این کتاب مشاهده همه کتاب های ترجمه نشده

Tools for Modern Financial Professionals

Risk control, capital allocation, and realistic derivative pricing and hedging are critical concerns for major financial institutions and individual traders alike. Events from the collapse of Lehman Brothers to the Greek sovereign debt crisis demonstrate the urgent and abiding need for statistical tools adequate to measure and anticipate the amplitude of potential swings in the financial markets--from ordinary stock price and interest rate moves, to defaults, to those increasingly frequent "rare events" fashionably called black swan events. Yet many on Wall Street continue to rely on standard models based on artificially simplified assumptions that can lead to systematic (and sometimes catastrophic) underestimation of real risks.

In Practical Methods of Financial Engineering and Risk Management, Dr. Rupak Chatterjee-- former director of the multi-asset quantitative research group at Citi--introduces finance professionals and advanced students to the latest concepts, tools, valuation techniques, and analytic measures being deployed by the more discerning and responsive Wall Street practitioners, on all operational scales from day trading to institutional strategy, to model and analyze more faithfully the real behavior and risk exposure of financial markets in the cold light of the post-2008 realities. Until one masters this modern skill set, one cannot allocate risk capital properly, price and hedge derivative securities realistically, or risk-manage positions from the multiple perspectives of market risk, credit risk, counterparty risk, and systemic risk.

The book assumes a working knowledge of calculus, statistics, and Excel, but it teaches techniques from statistical analysis, probability, and stochastic processes sufficient to enable the reader to calibrate probability distributions and create the simulations that are used on Wall Street to valuate various financial instruments correctly, model the risk dimensions of trading strategies, and perform the numerically intensive analysis of risk measures required by various regulatory agencies.

لغو

گزارش تخلف

مغایرت عنوان کتاب با توضیحات و تصویر جلد
عدم رعایت حقوق نشر طبق قوانین جمهوری اسلامی ایران
محتوای مستهجن
توهین به قومیتها و محتوای نژادپرستی
توهین به اقیلیتهای مذهبی
اهانت به مقامات سیاسی و مذهبی
اشاعه ی کودک آزاری
سایر موارد

بستن

فرمت کتاب

ebook

زبان

german

تاریخ انتشار

2014

نویسنده

Rupak Chatterjee

ناشر

Apress

شابک

9781430261339

20,000 تومان

خرید کتاب مطالعه نمونه درخواست ترجمه کتاب

خرید کتاب Practical Methods of Financial Engineering and Risk Management

Practical Methods of Financial Engineering and Risk Management

گزارش تخلف

فرمت کتاب

ebook

زبان

german

تاریخ انتشار

2014

نویسنده

ناشر

شابک

کتاب های مرتبط

Apocalypsis 1.01 (ENG) Demons. Thriller

Apocalypsis 1.02 (ENG) Ancient. Thriller

Apocalypsis 1.03 (ENG) Thoth. Thriller

Apocalypsis 1.06 (ENG) Elixir. Thriller

Apocalypsis 1.07 (ENG) Vision. Thriller

Apocalypsis 1.09 (ENG) Wearily Electors. Thriller

Apocalypsis 1.10 (ENG) The Seven Bowls Of Wrath. Thriller

Apocalypsis 1.11 (ENG) The Thing Under The Rock. Thriller

Automatic Digital Document Processing and Management

Semilinear Elliptic Equations for Beginners

Guide to Assembly Language

Militarized Conflict Modeling Using Computational Intelligence

Beginning JavaScript Charts

Automation through Chef Opscode

Learn Sprite Kit for IOS Game Development

Introducing Spring Framework A Primer

Advanced C and C++ Compiling

HTML5 Game Development Insights

Game Development Tool Essentials

Practical C++ Financial Programming

Corporate Plasticity

دیدگاه کاربران