Tools for asset and risk management

Continued part 1, part 2 of ebook "Mathematical methods for finance: Tools for asset and risk management" provides readers with contents including: chapter 7 - optimization; chapter 8 - difference equations; chapter 9 - differential equations; chapter 10 - stochastic integrals; chapter 11 - stochastic differential equations;...

156p hanlinhchi 29-08-2023 9 4   Download

Part 1 of ebook "Mathematical methods for finance: Tools for asset and risk management" provides readers with contents including: chapter 1 - basic concepts, sets, functions, and variables; chapter 2 - differential calculus; chapter 3 - integral calculus; chapter 4 - matrix algebra; chapter 5 - probability basic concepts; chapter 6 - probability random variables and expectations;...

166p hanlinhchi 29-08-2023 4 3   Download

Continued part 1, part 2 of ebook "Handbook of asset and liability management: From models to optimal return strategies" has presents the following content: tools for asset and liability managers; simulation tools for interest rates and other financial indexes; economic value and new risk indicators associated with the basel II and solvency II regulatory perspective; optimal return strategies; conclusions on the alm of tomorrow; annexes;...

266p dieptieuung 20-07-2023 18 7   Download

It’s also important for managers of start-up funds to understand the numerous expenses associated with operating a hedge fund. As an example, many funds – like the $20 million fund described above – cannot afford a non-bundled third-party vendor’s order management system (OMS), risk management product, aggregation service, trade allocation module and attribution tools. Once a fund understands its expenses, it can determine exactly the asset level and performance combination necessary to cover those expenses and have an adequate profit.

24p quaivatdo 18-11-2012 54 7   Download

The role of inancial executives in any business has expanded signiicantly in recent years as companies become more accountable to their stakeholders and regulators. Combine this increase in accountability with the increasing sophistication of technology, risk management, inancial analysis, and inancial records processing, and we see that the responsibilities of inancial executives in any organization have expanded signiicantly. our goal with The Complete CFO Handbook is to provide inancial executives with the background and tools for managing a company’s inancial functions.

859p huynhcongdanh 17-09-2012 122 40   Download

CHAPTER 20 Incorporating CTAs into the Asset Allocation Process: A Mean-Modified Value at Risk Framework. Value at risk has become a heavily used risk management tool, and an important approach for setting capital requirements for banks. In this study, we examine the effect of including a CTA in a traditional portfolio.

9p mama15 21-10-2010 91 11   Download