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