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Extreme Financial Risks And Asset Allocation

EXTREME FINANCIAL RISKS AND ASSET ALLOCATION

Finance

Business & Economics

Investment

Gt Product Group

Binding Format

Marketing Imprint Name

B2B GT

CL Carton Count

Imprint Name

B2B & B2C

Each financial crisis calls for - by its novelty and the mechanisms it shares with preceding crises - appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these risks in an environment where asset prices are subject to sudden, rough, and unpredictable changes. These phenomena, mathematically known as jumps, play an important role in practice. Their quantitative treatment is generally tricky and is sparsely tackled in similar books. One of the main appeals of this book lies in its approachable and concise presentation of the ad hoc mathematical tools without sacrificing the necessary rigor and precision.This book contains theories and methods which are usually found in highly technical mathematics books or in scattered, often very recent, research articles. It is a remarkable pedagogical work that makes these difficult results accessible to a large readership. Researchers, Masters and PhD students, and financial engineers alike will find this book highly useful.

POST SECONDARY FOUR YEAR

COLFR

COLJR

COLSO

COLSR

Duration

Duration Unit Of Measure

Transaction Type

Front Cover.
Half Title Page.
Series in Quantitative Finance.
Title Page.
Copyright Page.
Foreword.
Preface.
Contents.
1: Introduction.
2: Market Framework.
3: Statistical Description of Markets.
4: L&#x00E9;vy Processes.
5: Stable Distributions and Processes.
6: Laplace Distributions and Processes.
7: The Time Change Framework.
8: Tail Distributions.
9: Risk Budgets.
10: The Psychology of Risk.
11: Monoperiodic Portfolio Choice.
12: Dynamic Portfolio Choice.
13: Conclusion.
Appendix A: Concentration vs Diversification.
Bibliography.
Index.

Extreme Financial Risks And Asset Allocation.css-1p8rvzy{position:absolute;padding-left:8px;}

Extreme Financial Risks And Asset Allocation