Number Of Pages: 448 Publication Date: 2007-05-25 Sales Rank: 269815 ISBN / ASIN: 0471757683 EAN: 9780471757689 Binding: Hardcover Manufacturer: Wiley Studio: Wiley Book Description: * a1 K6 s$ \/ i' w0 w% q k( C, V4 v The Handbook of Port...
Contents List of contributors vii Preface xi Part 1 Applications of Downside Risk 1 1 From alpha to omega 3 Frank A. Sortino 2 The Dutch view: developing a strategic benchmark in an ALM framework 26 Robert van der Meer 3 The consultant/fin...
Investment Appraisal: Methods and Models (Hardcover) Author:Uwe Gtze Publisher: Springer Publishing date: December 12, 2007 Amazon Price: $139.00 Contents List of Figures .......................................................................
Preface ix Acknowledgments xiii About the Author xv CHAPTER 1 Introduction 1 CHAPTER 2 Types of Hedge Funds 19 CHAPTER 3 Types of Hedge Fund Investors 35 CHAPTER 4 Hedge Fund Investment Techniques 59 CHAPTER 5 Hedge Fund Business Models 73...
[Wiley].The.Option.Trader's.Guide.to.Probability.Volatility.and.Timing.pdf Product Details Hardcover: 288 pages Publisher: Wiley; 1 edition (August 16, 2002) Language: English ISBN-10: 047122619X ISBN-13: 978-0471226192 Product Dimensions:...
Asset and Risk Management: Risk Oriented Finance (The Wiley Finance Series) by Louis Esch, Robert Kieffer, Thierry Lopez Publisher: Wiley Pages: 416 pages (高清原版） ASIN: B000TU73EM Amazon Price: $120.00 Amazon Link: http://www.amazon.co...
Table of Contents The Risk Measurement Revolution Measures of Financial Risk Basic Issues in Measuring Market Risk Nonparametric VAR and ETL Parametric VAR and ETL Simulation Approaches to the Estimation of VAR and ETL Incremental and Comp...
1. Brownian Motion 1.1 Definition and Construction 1 1.2 Markov Property, Blumenthal's 0-1 Law 7 1.3 Stopping Times, Strong Markov Property 18 1.4 First Formulas 26 i . ' 2. Stochastic Integration 2.1 Integrands: Predictable Processes 33 :...
Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability) (Hardcover) by Sren Asmussen (Author), Peter W. Glynn (Author) Hardcover: 482 pages Publisher: Springer; 1 edition (July 27, 2007) Language: Engl...
Stochastic Approximation and Its Application (Nonconvex Optimization and Its Applications) (Hardcover) by Han-Fu Chen (Author) Hardcover: 376 pages Publisher: Springer; 1 edition Language: English ISBN-10: 1402008066 Amazon Prce：$229.00 B...
