Handbook of Quantitative Finance and Risk Management

Handbook of Quantitative Finance and Risk Management

4.11 - 1251 ratings - Source

Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From qarbitrageq to qyield spreads, q the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.a€œBayesian analysis of ARMA-GARCH models: a Markov chain sampling approach.a€ Journal of ... a€œIs technical analysis in the foreign exchange market profitable? ... a€œInformational efficiency of credit default swap and stock markets: the impact of credit rating announcements. ... Foundations and Trends in Accounting 1(1), 1a€“70. ... Stochastic differential equations: an introduction with applications, 6th Edition, anbsp;...

Title:Handbook of Quantitative Finance and Risk Management
Author:Cheng-Few Lee, John Lee
Publisher:Springer Science & Business Media - 2010-06-14


You Must CONTINUE and create a free account to access unlimited downloads & streaming