"An accessible guide to the growing field of financial econometrics ."--Provided by publisher.
Measuring and managing liquidity risk
by Castagna, Antonio, Fede, Francesco
fromWiley finance
This is a fully up-to-date, cutting edge guide to the measurement and management of liquidity risk. Written for front and middle office risk management and quantitative practitioners, it provides the ground-level knowledge, tools and techniques for effective liquidity risk manag…
"GLOBAL RELEVANCE; covers regulatory and regional variations in the pricing, structuring and application of mezzanine finance products"-- "An in-depth explanation of mezzanine financeMezzanine finance products, which have grown increasingly popular in recent years, involve a un…
Stress testing: approaches, methods and applications
Stress testing is a tool that will make You able to reveal vulnerabilities within Your Company and point the way to actions that will reduce them. It is a key element of response to the financial crisis. Helps to assess the scope of the problems, evaluate the resiliency of large…
Stress testing: approaches, methods and applications
"A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time. Helps to answer the question : which risk measure is best for a given problem? Finds new relations…
"A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time. Helps to answer the question: which risk measure is best for a given problem? Finds new relations …
Machine generated contents note: Chapter 1 Introduction. -- 1.1 Probability metrics. -- 1.2 Applications in finance. -- Chapter 2 Probability distances and metrics. -- 2.1 Introduction. -- 2.2 Some examples of probability metrics. -- 2.2.1 Engineer's metric. -- 2.2.2 Uniform (or…
"A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time. Helps to answer the question: which risk measure is best for a given problem? Finds new relations …
"A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time. Helps to answer the question: which risk measure is best for a given problem? Finds new relations …
Risk management has become virtually as important as portfolio construction and asset selection, more so after the financial crisis of 2008-2009. Those who understood the fine art of risk management survived the wreckage of the markets; those who depended entirely on risk modeli…
"Risk management has become virtually as important as portfolio construction and asset selection, more so after the financial crisis of 2008-2009. Those who understood the fine art of risk management survived the wreckage of the markets; those who depended entirely on risk model…
"Risk management has become virtually as important as portfolio construction and asset selection, more so after the financial crisis of 2008-2009. Those who understood the fine art of risk management survived the wreckage of the markets; those who depended entirely on risk model…
"Risk management has become virtually as important as portfolio construction and asset selection, more so after the financial crisis of 2008-2009. Those who understood the fine art of risk management survived the wreckage of the markets; those who depended entirely on risk model…
"Risk management has become virtually as important as portfolio construction and asset selection, more so after the financial crisis of 2008-2009. Those who understood the fine art of risk management survived the wreckage of the markets; those who depended entirely on risk model…
"Risk management has become virtually as important as portfolio construction and asset selection, more so after the financial crisis of 2008-2009. Those who understood the fine art of risk management survived the wreckage of the markets; those who depended entirely on risk model…