Apress - Practical Methods of Financial Engineering and Risk Management 2014 Retail eBook-BitBook

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| P R.E S E N T S . |
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| Practical Methods of Financial Engineering and Risk Management |
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| Tools for Modern Financial Professionals |
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| DATE: 2014-09-27 SIZE: 12,61MB DISKS: 03_______4,77MB PAGES: |
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| PUBLISHER: Apress GENRE: Business and Economics
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| AUTHOR: Rupak Chatterjee |
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| FORMAT: PDF PROTECTION: none EDITION: |
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| URL: http://www.apress.com/9781430261339 |
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| LANGUAGE: English ISBN: 978-1-4302-6133-9 |: Risk control, capital allocation, and realistic derivative pricing and: hedging are critical concerns for major financial institutions and: individual traders alike. Events from the collapse of Lehman Brothers to: the Greek sovereign debt crisis demonstrate the urgent and abiding need for: statistical tools adequate to measure and anticipate the amplitude of: potential swings in the financial markets from ordinary stock price and: interest rate moves, to defaults, to those increasingly frequent "rare: events" fashionably called black swan events. Yet many on Wall Street: continue to rely on standard models based on artificially simplified: assumptions that can lead to systematic (and sometimes catastrophic): underestimation of real risks: In Practical Methods of Financial Engineering and Risk Management, Dr: Rupak Chatterjee former director of the multi-asset quantitative research: group at Citi introduces finance professionals and advanced students to the: latest concepts, tools, valuation techniques, and analytic measures being: deployed by the more discerning and responsive Wall Street practitioners,: on all operational scales from day trading to institutional strategy, to: model and analyze more faithfully the real behavior and risk exposure of: financial markets in the cold light of the post-2008 realities. Until one: masters this modern skill set, one cannot allocate risk capital properly,: price and hedge derivative securities realistically, or risk-manage: positions from the multiple perspectives of market risk, credit risk,: counterparty risk, and systemic risk: The book assumes a working knowledge of calculus, statistics, and Excel,: but it teaches techniques from statistical analysis, probability, and: stochastic processes sufficient to enable the reader to calibrate: probability distributions and create the simulations that are used on Wall: Street to valuate various financial instruments correctly, model the risk: dimensions of trading strategies, and perform the numerically intensive: analysis of risk measures required by various regulatory agencies: `:: , .... .... `: ' ': ''' ``: ` ```: `:: ' `:': ``:
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