Articles liés à Advanced Quantitative Risk Management: Volatility,...
Advanced Quantitative Risk Management: Volatility, Copulas, and Tail Risk Models - Couverture souple
Synopsis
Reactive Publishing
Master the Mathematical and Structural Mechanics of Institutional Risk Control
Advanced Quantitative Risk Management provides a rigorous, unified treatment of the quantitative frameworks used to measure, model, and mitigate extreme market outcomes. Designed for quantitative analysts, portfolio managers, and financial engineers, this text bridges the gap between theoretical risk metrics and practical tail risk management.
Moving beyond standard variance-based models, this book details the advanced statistical tools necessary to capture non-normal distributions, systemic shocks, and complex asset dependencies.
Inside, you will find:
Volatility Modeling: Practical applications of stochastic volatility models, GARCH variants, and high-frequency volatility estimation in stressed market regimes.
Copula Theory & Dependency Structures: Step-by-step methodologies for applying Archimedean and Elliptical copulas to capture joint tail dependency and non-linear asset correlations.
Tail Risk Frameworks: Advanced application of Extreme Value Theory (EVT), including Generalized Pareto Distributions (GPD) for accurate Value-at-Risk (VaR) and Expected Shortfall (ES) estimation.
Hedging Strategies: Quantitative approaches to designing and executing asymmetric downside protection, convex payoff structures, and dynamic tail risk overlay strategies.
Whether you are designing institutional risk systems or refining options overlays, this volume serves as a comprehensive reference for modern quantitative risk control and tail risk engineering.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Résultats de recherche pour Advanced Quantitative Risk Management: Volatility,...
Image d'archives
Advanced Quantitative Risk Management: Volatility, Copulas, and Tail Risk Models
impression à la demandeVendeur : California Books, Miami, FL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Print on Demand. N° de réf. du vendeur I-9798862702170
Acheter neuf
EUR 35,78
Livraison gratuite
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image d'archives
Advanced Quantitative Risk Management
impression à la demandeVendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
PAP. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur L0-9798862702170
Acheter neuf
EUR 38,33
Livraison gratuite
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image d'archives
Advanced Quantitative Risk Management (Paperback)
impression à la demandeVendeur : Grand Eagle Retail, Bensenville, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : new. Paperback. Reactive PublishingMaster the Mathematical and Structural Mechanics of Institutional Risk ControlAdvanced Quantitative Risk Management provides a rigorous, unified treatment of the quantitative frameworks used to measure, model, and mitigate extreme market outcomes. Designed for quantitative analysts, portfolio managers, and financial engineers, this text bridges the gap between theoretical risk metrics and practical tail risk management.Moving beyond standard variance-based models, this book details the advanced statistical tools necessary to capture non-normal distributions, systemic shocks, and complex asset dependencies.Inside, you will find: Volatility Modeling: Practical applications of stochastic volatility models, GARCH variants, and high-frequency volatility estimation in stressed market regimes.Copula Theory & Dependency Structures: Step-by-step methodologies for applying Archimedean and Elliptical copulas to capture joint tail dependency and non-linear asset correlations.Tail Risk Frameworks: Advanced application of Extreme Value Theory (EVT), including Generalized Pareto Distributions (GPD) for accurate Value-at-Risk (VaR) and Expected Shortfall (ES) estimation.Hedging Strategies: Quantitative approaches to designing and executing asymmetric downside protection, convex payoff structures, and dynamic tail risk overlay strategies.Whether you are designing institutional risk systems or refining options overlays, this volume serves as a comprehensive reference for modern quantitative risk control and tail risk engineering. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9798862702170
Acheter neuf
EUR 39,76
Livraison gratuite
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 1 disponible(s)
Image d'archives
Advanced Quantitative Risk Management
impression à la demandeVendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
PAP. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur L0-9798862702170
Acheter neuf
EUR 34,58
Expédition à EUR 5,98
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image d'archives
Advanced Quantitative Risk Management (Paperback)
impression à la demandeVendeur : CitiRetail, Stevenage, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : new. Paperback. Reactive PublishingMaster the Mathematical and Structural Mechanics of Institutional Risk ControlAdvanced Quantitative Risk Management provides a rigorous, unified treatment of the quantitative frameworks used to measure, model, and mitigate extreme market outcomes. Designed for quantitative analysts, portfolio managers, and financial engineers, this text bridges the gap between theoretical risk metrics and practical tail risk management.Moving beyond standard variance-based models, this book details the advanced statistical tools necessary to capture non-normal distributions, systemic shocks, and complex asset dependencies.Inside, you will find: Volatility Modeling: Practical applications of stochastic volatility models, GARCH variants, and high-frequency volatility estimation in stressed market regimes.Copula Theory & Dependency Structures: Step-by-step methodologies for applying Archimedean and Elliptical copulas to capture joint tail dependency and non-linear asset correlations.Tail Risk Frameworks: Advanced application of Extreme Value Theory (EVT), including Generalized Pareto Distributions (GPD) for accurate Value-at-Risk (VaR) and Expected Shortfall (ES) estimation.Hedging Strategies: Quantitative approaches to designing and executing asymmetric downside protection, convex payoff structures, and dynamic tail risk overlay strategies.Whether you are designing institutional risk systems or refining options overlays, this volume serves as a comprehensive reference for modern quantitative risk control and tail risk engineering. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9798862702170
Acheter neuf
EUR 39,25
Expédition à EUR 44,07
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Advanced Quantitative Risk Management : Volatility, Copulas, and Tail Risk Models
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware - Reactive PublishingMaster the Mathematical and Structural Mechanics of Institutional Risk ControlAdvanced Quantitative Risk Management provides a rigorous, unified treatment of the quantitative frameworks used to measure, model, and mitigate extreme market outcomes. Designed for quantitative analysts, portfolio managers, and financial engineers, this text bridges the gap between theoretical risk metrics and practical tail risk management.Moving beyond standard variance-based models, this book details the advanced statistical tools necessary to capture non-normal distributions, systemic shocks, and complex asset dependencies.Inside, you will find: - Volatility Modeling: Practical applications of stochastic volatility models, GARCH variants, and high-frequency volatility estimation in stressed market regimes.- Copula Theory & Dependency Structures: Step-by-step methodologies for applying Archimedean and Elliptical copulas to capture joint tail dependency and non-linear asset correlations.- Tail Risk Frameworks: Advanced application of Extreme Value Theory (EVT), including Generalized Pareto Distributions (GPD) for accurate Value-at-Risk (VaR) and Expected Shortfall (ES) estimation.- Hedging Strategies: Quantitative approaches to designing and executing asymmetric downside protection, convex payoff structures, and dynamic tail risk overlay strategies.Whether you are designing institutional risk systems or refining options overlays, this volume serves as a comprehensive reference for modern quantitative risk control and tail risk engineering. N° de réf. du vendeur 9798862702170
Acheter neuf
EUR 53,99
Expédition à EUR 35
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 2 disponible(s)