Zur Startseite gehen
0,00 €*
Cover: 9781009209045 | Quantitative Risk and Portfolio Management | Theory and Practice
Dekorationsartikel gehören nicht zum Leistungsumfang.
Quantitative Risk and Portfolio Management
Theory and Practice
Buch von Kenneth J. Winston
Sprache: Englisch

64,45 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

auf Lager, Lieferzeit 1-2 Werktage

Kategorien:
Beschreibung
"A modern introduction to risk and portfolio management for advanced undergraduate and beginning graduate students who will become practitioners in the field of quantitative finance, including extensive live data and Python code which allow the application of theory to real-world situations"--
"A modern introduction to risk and portfolio management for advanced undergraduate and beginning graduate students who will become practitioners in the field of quantitative finance, including extensive live data and Python code which allow the application of theory to real-world situations"--
Über den Autor
Kenneth J. Winston is a Lecturer in Economics at the California Institute of Technology and an Adjunct Professor of Mathematics at New York University. Having trained as a combinatorist at MIT, he moved into the field of quantitative finance, creating algorithms for equity and option investment strategies. He worked as a Chief Risk Officer at Western Asset Management and Morgan Stanley, and is a founder of the Buy Side Risk Managers Forum. Winston won the 2006 Roger Murray Award at the Institute for Quantitative Research in Finance and is a co-editor of The Oxford Handbook of Quantitative Asset Management (OUP: 2014).
Inhaltsverzeichnis
Preface; 1. What is risk?; 2. Risk metrics; 3. Fixed income modeling; 4. Equity modeling; 5. Convex optimization; 6. Factor models; 7. Distributions; 8. Simulation, scenarios and stress testing; 9. Time-varying volatility; 10. Modeling relationships; 11. Credit modeling; 12. Hedging; References; Index.
Details
Erscheinungsjahr: 2023
Fachbereich: Betriebswirtschaft
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
ISBN-13: 9781009209045
ISBN-10: 1009209043
Sprache: Englisch
Einband: Gebunden
Autor: Winston, Kenneth J.
Hersteller: Cambridge University Pr.
Abbildungen: Worked examples or Exercises
Maße: 258 x 180 x 35 mm
Von/Mit: Kenneth J. Winston
Erscheinungsdatum: 21.09.2023
Gewicht: 1,468 kg
Artikel-ID: 126725699
Über den Autor
Kenneth J. Winston is a Lecturer in Economics at the California Institute of Technology and an Adjunct Professor of Mathematics at New York University. Having trained as a combinatorist at MIT, he moved into the field of quantitative finance, creating algorithms for equity and option investment strategies. He worked as a Chief Risk Officer at Western Asset Management and Morgan Stanley, and is a founder of the Buy Side Risk Managers Forum. Winston won the 2006 Roger Murray Award at the Institute for Quantitative Research in Finance and is a co-editor of The Oxford Handbook of Quantitative Asset Management (OUP: 2014).
Inhaltsverzeichnis
Preface; 1. What is risk?; 2. Risk metrics; 3. Fixed income modeling; 4. Equity modeling; 5. Convex optimization; 6. Factor models; 7. Distributions; 8. Simulation, scenarios and stress testing; 9. Time-varying volatility; 10. Modeling relationships; 11. Credit modeling; 12. Hedging; References; Index.
Details
Erscheinungsjahr: 2023
Fachbereich: Betriebswirtschaft
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
ISBN-13: 9781009209045
ISBN-10: 1009209043
Sprache: Englisch
Einband: Gebunden
Autor: Winston, Kenneth J.
Hersteller: Cambridge University Pr.
Abbildungen: Worked examples or Exercises
Maße: 258 x 180 x 35 mm
Von/Mit: Kenneth J. Winston
Erscheinungsdatum: 21.09.2023
Gewicht: 1,468 kg
Artikel-ID: 126725699
Warnhinweis

Ähnliche Produkte

Diese Website verwendet Cookies, um eine bestmögliche Erfahrung bieten zu können. Mehr Informationen ...