Market Risk Analysis: Practical Financial Econometrics, Volume 2 by Carol Alexander

Market Risk Analysis: Practical Financial Econometrics, Volume 2



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Market Risk Analysis: Practical Financial Econometrics, Volume 2 Carol Alexander ebook
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Page: 426
ISBN: 0470998016, 9780470771037
Format: pdf


Market Risk Analysis: Practical Financial Econometrics (v. Carol Alexander, Market Models: A Guide to Financial Data Analysis English | 2001 | ISBN: 0471899755 | 500 pages | Djvu | 5,8 MB Market Models provides an authoritative and up-to-date treat. His research and teaching interests concentrate on ship finance and investments, freight derivatives, shipping risk management and on the econometric analysis and modelling of shipping markets. These studies have In this contemporary volatile business environment with increased uncertainty in financial markets and the recent global financial meltdown in 2008, effective measures of market risk have become crucial in most financial institutions. Volume III: Pricing, Hedging and Trading Financial Instruments. Written by leading market risk academic, Professor Carol Alexander, is virtually Financial Econometrics part two of the overall market risk analysis in four volumes. Market Risk Analysis: Practical Financial Econometrics (Volume 2) Carol Alexander, "Market Risk Analysis: Practical Financial Econometrics (Volume 2)" English | 2008 | ISBN:. Volume II: Practical Financial Econometrics. Financial Risk Management · Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Market Risk Analysis - Practical Financial Econometrics, Volume 2 · Portfolio Risk Analysis. Please login or create a Free account to send your comments. Market Risk Analysis is a series of four volumes: Volume I: Quantitative Methods in Finance. Sensitivity analysis, and finding other robust and coherent risk measure approaches to value at risk which are applicable over longer time horizon using the square root rule to scale the time horizons. His research work has been published in international refereed “The Predictability of Non-Overlapping Forecasts: Evidence from a New Market”, Multinational Finance Journal, Volume 15 (1/2), pp. Market Risk Analysis, Pricing, Hedging and Trading Financial Instruments (Volume III) By Carol Alexander 2008 | 416 Pages | ISBN: 0470997893 | PDF | 11 MBWritten by leading market ris. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set.