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Financial Risk Modelling & Portfolio Opt

Financial Risk Modelling and Portfolio Optimization with R, 2nd Edition Bernhard Pfaff, Invesco Global Asset Allocation, Germany A must;

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Recent Applications of Financial Risk Modelling and Portfolio Management

In today's financial market, portfolio and risk management are facing an array of challenges. This is due to increasing levels of knowledge;

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Risk Analysis and Portfolio Modelling

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Principles of Financial Modelling

manipulation and analysis * Understand financial statement modelling for valuation * Master simulation, risk modelling and optimization Financial;

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Measuring Financial Risk Modelling

defined as the degree of uncertainty about future net return. In different financial institutions people are interested in how to measure risk;

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Computational Methods in Financial Engineering

in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio;

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Contributions to Credit Portfolio Modeling and Optimization

to develop more appropriate credit risk models to ensure the stability of the financial system. This work contributes to quantitative credit;

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Operational Risk Modeling in Financial Services

Transform your approach to oprisk modelling with a proven, non-statistical methodology Operational Risk Modeling in Financial Services;

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Advances in Financial Risk Management

The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non;

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Advances in Financial Risk Management

The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non;

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Metaheuristic Approaches to Portfolio Optimization

Control of an impartial balance between risks and returns has become important for investors, and having a combination of financial;

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Metaheuristic Approaches to Portfolio Optimization

Control of an impartial balance between risks and returns has become important for investors, and having a combination of financial;

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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization

This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models;

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Financial Engineering with Copulas Explained

This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets. First applied to credit;

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Credit Portfolio Management

A cutting-edge text on credit portfolio management Credit risk. A number of market factors are causing revolutionary changes in the way;

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Nonlinear Economic Dynamics and Financial Modelling

This book reflects the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance. It contains;

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The Portfolio Theorists

Harry Markowitz. These Portfolio Theorists provided us with a dramatic leap forward in our understanding of and insights into financial rewards;

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Fractional Calculus and Fractional Processes with Applications to Financial Economics

calculus and fractional processes to asset pricing, financial time-series analysis, stochastic volatility modelling, and portfolio optimization;

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Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making

asset pricing, utility theory, stochastic dominance, risk aversion and static portfolio theory, risk measures, dynamic portfolio theory and;

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Risk Assessment and Financial Regulation in Emerging Markets' Banking

This book describes various approaches in modelling financial risks and compiling ratings. Focusing on emerging markets, it illustrates how;

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Synthetic CDOs

, valuation and risk management of synthetic CDOs are described and a detailed picture of the behaviour of these complex instruments is built up. The;

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Safe Haven - Investing for Financial Storms

result of lowering risk? In Safe Haven, hedge fund manager Mark Spitznagel-one of the top practitioners of safe haven investing and portfolio;

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Levy Processes in Credit Risk

of the risks. The book brings in high-tech financial engineering models for the detailed modelling of credit risk instruments, setting up the;

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The Strategic ETF Investor

Construct a winning portfolio with ETFs-one of the lowest risk, highest profit investment vehicles today The Strategic ETF Investor;

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Perturbation Methods in Credit Derivatives

Stress-test financial models and price credit instruments with confidence and efficiency using the perturbation approach taught in this;

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Quantitative Management of Bond Portfolios

The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments;

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Quantitative Management of Bond Portfolios

The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments;

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