By Robert R. Reitano
December 02, 2022
Every financial professional wants and needs an advantage. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not—and that is the advantage these books offer the astute reader. Published under the collective title of ...
By Robert R. Reitano
August 25, 2022
This is the first book in a set of ten written for professionals in quantitative finance. These books fill a gap between informal developments in mathematics found in introductory materials and more advanced materials that summarize without formal developing the important results professionals need...
By Giulio Carlone
November 09, 2020
Introduction to Credit Risk focuses on analysis of credit risk, derivatives, equity investments, portfolio management, quantitative methods, and risk management. In terms of application, this book can be used as an important tool to explain how to generate data rows of expected exposure to ...
Edited
By Greg N. Gregoriou
June 07, 2017
Although emerging market economies consist of 50% of the global population, they are relatively unknown. Filling this knowledge gap, Emerging Markets: Performance, Analysis and Innovation compiles the latest research by noteworthy academics and money managers from around the world. With a focus on ...
By Claudio Franzetti
June 07, 2017
Taking into account the standards of the Basel Accord, Operational Risk Modelling and Management presents a simulation model for generating the loss distribution of operational risk. It also examines a multitude of management issues that must be considered when adjusting the quantitative results of...
Edited
By Greg N. Gregoriou
May 31, 2017
Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who...
By Catalina Bolancé, Montserrat Guillén, Jim Gustafsson, Jens Perch Nielsen
March 16, 2012
Using real-life examples from the banking and insurance industries, Quantitative Operational Risk Models details how internal data can be improved based on external information of various kinds. Using a simple and intuitive methodology based on classical transformation methods, the book includes ...
By Arne Sandström
November 19, 2010
Reflecting the author’s wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency II ...
Edited
By Marco Micocci, Greg N. Gregoriou, Giovanni Batista Masala
February 01, 2010
As pension fund systems decrease and dependency ratios increase, risk management is becoming more complex in public and private pension plans. Pension Fund Risk Management: Financial and Actuarial Modeling sheds new light on the current state of pension fund risk management and provides new ...
By Gill Eapen
June 04, 2009
Although uncertainty and flexibility are important attributes that drive the value of an investment, they are seldom systematically considered in traditional financial analysis. Through theory and case studies, Decision Options: The Art and Science of Making Decisions details how uncertainty and ...
