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Showing 1 - 12 of 12 results for “deyan radev”
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  • Measuring Systemic Risk

    A Probabilistic Perspective

    by Deyan Radev ...
    Series Book 409 - Studies in Systems, Decision and Control
    This book provides a comprehensive methodology to measure systemic risk in many of its facets and dimensions based on state-of-the-art risk assessment methods. Systemic risk has gained attention in the public eye since the collapse of Lehman Brothers in 2008. The bankruptcy of the fourth-biggest bank in the USA raised questions whether banks that are allowed to become “too big to fail” and “too ... Read more

    $134.09 USD

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  • The Handbook of Energy Trading

    by Stefano Fiorenzani, Samuele Ravelli, Enrico Edoli ...
    Series Book 640 - The Wiley Finance Series
    To thrive in today's booming energy trading market you need cutting-edge knowledge of the latest energy trading strategies, backed up by rigorous testing and practical applicationUnique in its practical approach, The Handbook of Energy Trading is your definitive guide. It provides a valuable insight into the latest strategies for trading energy—all tried and tested in maintaining a competitive ... Read more

    $95.00 USD

  • Interest Rate Swaps and Their Derivatives

    A Practitioner's Guide

    by Amir Sadr ...
    Series Book 510 - Wiley Finance
    An up-to-date look at the evolution of interest rate swaps and derivativesInterest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main "rates" products, including swaps, options (cap/floors, swaptions), CMS products, and Bermudan callables. It also covers the main valuation techniques ... Read more

    $56.00 USD

  • Pairs Trading

    Quantitative Methods and Analysis

    by Ganapathy Vidyamurthy ...
    Series Book 217 - Wiley Finance
    The first in-depth analysis of pairs tradingPairs trading is a market-neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If properly performed, the investor will gain if the market rises or falls. Pairs Trading reveals the secrets of this rigorous quantitative analysis program to provide individuals and investment ... Read more

    $82.00 USD

  • Measuring and Managing Credit Risk

    by Arnaud de Servigny, Olivier Renault ...
    Today's most complete, up-to-date reference for controlling credit risk exposure of all types, in every environmentMeasuring and Managing Credit Risk takes you far beyond the Basel guidelines to detail a powerful, proven program for understanding and controlling your firm’s credit risk. Providing hands-on answers on practical topics from capital management to correlations, and supporting its ... Read more

    $58.39 USD

  • How to Build a Modern Tontine

    Algorithms, Scripts and Tips

    by Moshe Arye Milevsky ...
    Series series Mathematics and Statistics (R0)
    This open access book introduces the modern tontine and its applications in retirement and decumulation. Personal financial management in the later stages of life presents unique challenges, and renowned retirement planning expert Dr. Milevsky proposes the modern tontine as a solution. With the goal of guiding professionals and retirees in more efficient decumulation, the book demonstrates how to ... Read more

    Free

  • The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets

    by Greg N. Gregoriou, Christian Hoppe, Carsten S. Wehn ...
    Addresses newly exposed weaknesses of financial risk models in the context of market stress scenariosThis will be the definitive book for readers looking to improve their approach to modeling financial risk ... Read more

    $76.99 USD

  • Value-Oriented Risk Management of Insurance Companies

    by Marcus Kriele, Jochen Wolf ...
    Series series Mathematics and Statistics (R0)
    Value- and risk-oriented management is a holistic method of managing businesses. In this book both actuarial methods and methods pertaining to classical internal control and classical risk management are used. Therefore the approach taken is necessarily interdisciplinary. Indeed, there is a new dynamically developing field for actuaries as a result of the emphasis now on the measurement of risk ... Read more

    $71.99 USD

  • The Calculus of Retirement Income

    Financial Models for Pension Annuities and Life Insurance

    by Moshe A. Milevsky ...
    This 2006 book introduces and develops the basic actuarial models and underlying pricing of life-contingent pension annuities and life insurance from a unique financial perspective. The ideas and techniques are then applied to the real-world problem of generating sustainable retirement income towards the end of the human life-cycle. The role of lifetime income, longevity insurance, and systematic ... Read more

    $63.99 USD

  • Credit Risk

    Pricing, Measurement, and Management

    by Darrell Duffie, Kenneth J. Singleton ...
    Series series Princeton Series in Finance
    In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other ... Read more

    $93.59 USD

  • The Art of Credit Derivatives

    Demystifying the Black Swan

    by Joao Garcia, Serge Goossens ...
    Series Book 473 - The Wiley Finance Series
    Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and the need for detailed understanding has never been greater.The Art of Credit Derivatives shows practitioners how to ... Read more

    $125.00 USD

  • Credit Models and the Crisis

    A Journey into CDOs, Copulas, Correlations and Dynamic Models

    by Damiano Brigo, Andrea Pallavicini, Roberto Torresetti ...
    Series Book 533 - The Wiley Finance Series
    The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk models, claiming that the crisis was due to sophisticated and obscure products being traded, but ... Read more

    $39.99 USD