Market Tremors: Quantifying Structural Risks in Modern Financial Markets - Couverture souple

Krishnan, Hari P.; Bennington, Ash

Couverture souple

ISBN 10 : 3030792528 ISBN 13 : 9783030792527

Editeur : Palgrave Macmillan, 2021

Synopsis

Provides a consistent framework for dealing with credit and positioning riskIncludes practitioner examples and techniques for adjusting traditional risk measures
Applies Mean Field Theory to reduce the dimensionality of the problem dramatically

A propos du livre

À propos de l'auteur

Hari P. Krishnan is head of volatility strategies at SCT Capital in New York. He was formerly a portfolio manager at Doherty Advisors in New York, a fund manager at CrossBorder Capital in London, an executive director at Morgan Stanley focused on asset allocation, and an options trading strategist for a market-making firm at the CBOE. He was a research scientist at the Columbia Earth Institute after receiving a PhD in applied math from Brown University and a BA in math from Columbia University.

Ash Bennington is Senior Editor & Crypto Editor at Real Vision, where he covers finance, investing, and economics, with a particular focus on blockchain and digital assets. Prior to joining Real Vision, he ran CoinDesk's market coverage. Ash is a former CNBC reporter, and served as Editor-in-Chief of Nouriel Roubini's Macro Economics Blog 'Roubini EconoMonitor with Ash Bennington'. His work has appeared in Business Insider, The Christian ScienceMonitor, ZeroHedge, The Observer, and Yahoo Finance.

Détails de l'édition

• Éditeur: Palgrave Macmillan
• Date d'édition: 2021
• Langue: anglais
• ISBN 10: 3030792528
• ISBN 13: 9783030792527
• Reliure: Broché
• Numéro d'édition: 1
• Nombre de pages: 264
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3,69115 Heidelberg, Germany; Heidelberg; 69115; Allemagne