This handbook explores the application of mathematics to financial analysis and financial forecasting. It offers an introduction to the latest research on risk analysis and risk management strategies. Each chapter contains an introduction to the topic, followed by a technical exposition of the main ideas which are at the forefront of current research. The book is clearly illustrated with references and practical examples using data on financial markets.
Sprache
Verlagsort
Verlagsgruppe
Zielgruppe
Für höhere Schule und Studium
Für Beruf und Forschung
Illustrationen
Maße
Höhe: 25 cm
Breite: 17.2 cm
Gewicht
ISBN-13
978-0-471-95309-8 (9780471953098)
Schweitzer Klassifikation
PART 1: FINANCIAL PRODUCTS: Equity Derivatives; Interest Rate Option Models - A Critical Survey; Exotic Options I; Exotic Options II; Swaps; PART 2: RISK MEASUREMENT: A Survey of Risk Measurement Theory and Practice; Calculating Risk Capital; Volatility and Correlation Forecasting; Credit Risk; PART 3: RISK MANAGEMENT: Emerging Markets; Credit Enhancement; Trading Volatility.