This book gives a new perspective on how investors and policy makers can analyze risk and vulnerabilities in economies, both emerging market and industrial, by using modern risk management and financial engineering techniques. Using recent advances in this field and the theory o…
"This book will serve as a complete course in Hedge Fund Modeling and Analysis and will arm Hedge Funds with the full range of tools they need to manage their risks and capitalize on the return profiles of their investment styles"-
Through extensive examples and case studies, Wavelet Neural Networks provides a step-by-step introduction to modeling, training, and forecasting using wavelet networks. The acclaimed authors present a statistical model identification framework to successfully apply wavelet netwo…
Derivatives Analytics with Python; Contents; List of Tables; List of Figures; Preface; 1 A Quick Tour; 1.1 Market-Based Valuation; 1.2 Structure of the Book; 1.3 Why Python?; 1.4 Further Reading; PART ONE The Market; 2 What is Market-Based Valuation?; 2.1 Options and their Value…
A cutting-edge guide for the theories, applications, and statistical methodologies essential to heavy tailed risk modeling Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, Advances in Heavy Tailed Risk Mode…
