دانلود کتاب Multi-asset risk modeling: techniques for a global economy in an electronic and algorithmic trading era

This is the essential financial multi-asset risk modeling reference text for students and professionals, providing a single source of information about all asset classes.;Chapter 1 Introduction to Multi-Asset Risk Modeling Lessons from the Debt Crisis — Chapter 2 A Primer on Risk Mathematics — Chapter 3 A Primer on Quantitative Risk Analysis, by Johnathan Mun — Chapter 4 Price Volatility — Chapter 5 Factor Models — Chapter 6 Equity Derivatives — Chapter 7 Foreign Exchange Market and Interest Rates — Chapter 8 Algorithmic Trading Risk — Chapter 9 Risk-Hedging Techniques — Chapter 10 Rating Credit Risk: Current Practices, Model Design, and Applications — Chapter 11 A Basic Credit Default Swap Model — Chapter 12 Multi-Asset Corporate Restructurings and Valuations — Chapter 13 Extreme Value Theory and Application to Market Shocks for Stress Testing and Extreme Value at Risk — Chapter 14 Ensuring Sustainability of an Institution as a Going Concern: An Approach to Dealing with Black Swan or Tail Risk, by Karamjeet Paul.