Knight J., Satchell S. (ed.) Forecasting Volatility in the Financial Markets

John Wiley & Sons, 2008. — 494 p. — (Market Risk Analysis, Vol. IV). Value at Risk and Other Risk Metrics. An Overview of Market Risk Assessment. Risk Measurement in Banks. Risk Measurement in Portfolio Management. Risk Measurement in Large Corporations. Downside and Quantile Risk Metrics. Semi-Standard Deviation and Second Order Lower. Partial Moment. Other Lower Partial...

Volume 2 — Wiley, 2008. — 430 p. For well over a decade, econometrics has been one of the major routes into finance. I took this route myself several years ago. Starting an academic career as an algebraist, I then had a brief encounter with game theory before discovering that the skills of an econometrician were in greater demand. I would have found econometrics much more...

Wiley – 2011, 296 pages ISBN: 0470669438 Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to...

Wiley, 2011. — 725 p. — ISBN: 0470929901 An updated guide to the theory and practice of investment management Many books focus on the theory of investment management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in practice while stressing the importance of the portfolio construction process. The Second Edition...

Berlin Heidelberg, Springer-Verlag, 2008. - 618 p. Книга посвящена применению математических методов, включая оптимизацию и статистическое моделирование, для решения финансовых задач. В первой части излагаются математические методы, включая Монте-Карло, динамическое программирование, методы конечных разностей, решение систем линейных уравнений, численного интегрирования,...

Wiley, 2008. – 1033 p. – ISBN: 047017921X, 9780470179215 If you’re seeking solutions to advanced and even esoteric problems, Advanced Analytical Models goes beyond theoretical discussions of modeling by facilitating a thorough understanding of concepts and their real-world applications—including the use of embedded functions and algorithms. This reliable resource will equip you...