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Market Risk Analysis: Practical Financial Econometrics, Volume 2 by Carol Alexander

Market Risk Analysis: Practical Financial Econometrics, Volume 2 Carol Alexander ebook
Publisher:
Format: pdf
Page: 426
ISBN: 0470998016, 9780470771037

From the early This book is much more than just an analysis of the SFI market. Market Risk Analysis is a series of four volumes: Volume I: Quantitative Methods in Finance Volume II: Practical Financial Econometrics Volume III: Pricing, Hedging. Agent-based financial markets represent the dynamics of asset markets as an interacting world of heterogeneous strategies, possibly adapting to the information they observe around them. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. Book Details : Title : Market Risk Analysis: Practical Financial Econometrics (Volume II) Author : Carol Alexander Hardcover : 426 pages. Volume II: Practical Financial Econometrics. Market Risk Analysis is a series of four volumes: Volume I: Quantitative Methods in Finance. Market Risk Analysis, Volume IV: Value at Risk Models Carol Alexander, 2009 | ISBN: 0470997885 | 492 pages | PDF | 16 MB. Market Risk Analysis: Practical Financial Econometrics (Volume 2) Carol Alexander, "Market Risk Analysis: Practical Financial Econometrics (Volume 2)" English | 2008 | ISBN:. These studies have In this contemporary volatile business environment with increased uncertainty in financial markets and the recent global financial meltdown in 2008, effective measures of market risk have become crucial in most financial institutions. Volume III: Pricing, Hedging and Trading Financial Instruments. Market Risk Analysis, Pricing, Hedging and Trading Financial Instruments (Volume III) By Carol Alexander 2008 | 416 Pages | ISBN: 0470997893 | PDF | 11 MBWritten by leading market ris. This modeling philosophy It set these learning agents into a relatively simple economic environment and explored the dynamics of prices, trading volume, and their responses to certain key parameters. Sensitivity analysis, and finding other robust and coherent risk measure approaches to value at risk which are applicable over longer time horizon using the square root rule to scale the time horizons. Description: Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set.