A powerful, profitable, and elegantly simple system for traders Markets can be extraordinarily complex, and unfortunately most trading systems are too. The Big Trade presents a new system that helps filter out the noise. It leaves behind only meaningful signals you need to liste…
This text provides an analysis of all aspects of derivatives and does not require a prior detailed knowledge of financial markets. In each chapter, the reader is first introduced to the market segment or particular product being discussed before having simple maths and market pr…
"A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading and most influential credit practitioners, Jon Gregory. Focusing on practical …
The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and…
In order to discuss developments in measurements of financial risk, a seminar on "Statistical and Computational Problems in Risk Management: VaR and Beyond VaR!" was held, co-sponsored by the University of Rome, La Sapienza, and the bank UBM of the UniCredito Group in the summer…
This text examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice. It should be essential reading for all involved in financial risk management.
This text examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice. It should be essential reading for all involved in financial risk management.
This text examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice. It should be essential reading for all involved in financial risk management.
"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…
