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Return Distributions in Finance
Langbeschreibung
Quantitative methods have revolutionised the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and governmental activity such as central banking.
Inhaltsverzeichnis
Return distributionsStochastic processesDerivative pricing for different return distributionImpact of volatility on different distributionsReturn distributions and value at riskForecasting sudden jumps/crashes in returnsReturns of different asset classes and choosing portfoliosReturns and tactical asset allocationsReturns to trading strategiesReshaping the return profile using derivatives
Stephen Satchell is a Fellow of Trinity College, the Reader in Financial Econometrics at the University of Cambridge and Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides consultancy for a range of city institutions in the broad area of quantitative finance. He has published papers in many journals and has a particular interest in risk.
ISBN-13:
9780080516240
Veröffentl:
2000
Seiten:
224
Autor:
Stephen Satchell
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
2 - DRM Adobe
Sprache:
Englisch
111,00 €*
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