Praise for Algorithmic Trading "Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only describ…
Introduces the latest techniques advocated for measuring financial market risk and portfolio optimisation, and provides a plethora of R code examples that enable the reader to replicate the results featured throughout the book. Financial Risk Modelling and Portfolio Optimisation…
Investments
by Alexander, Gordon J., Sharpe, William F., Bailey, Jeffery V.
fromPrentice Hall international editions
"The Art of Credit Derivatives shows practitioners how to put a framework in place which will support the securitization activity. By showing the models that support this activity and linking them with very practical examples, the authors show why a mind-shift within the quant c…
"An in-depth look at the tools and techniques professionals use to address financial risksRisk and uncertainty, as Allan Malz explains in his ground-breaking new book, are two completely different concepts. Risk is a quantifiable uncertainty that can be modeled, while uncertaint…
Information on the types of these securities and the issues involved in their structuring, pricing, trading, and managing on a portfolio basis.
"The definitive guide to fixed income securities-updated and revised with everything you need to succeed in today's market For nearly 40 years, The Handbook of Fixed Income Securities has been providing comprehensive, current, reliable information on everything investors like yo…