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Omega Threshold
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Book Synopsis Risk Management by : Walter V. "Bud" Haslett, Jr.
Download or read book Risk Management written by Walter V. "Bud" Haslett, Jr. and published by John Wiley & Sons. This book was released on 2010-10-05 with total page 790 pages. Available in PDF, EPUB and Kindle. Book excerpt: Key readings in risk management from CFA Institute, the preeminent organization representing financial analysts Risk management may have been the single most important topic in finance over the past two decades. To appreciate its complexity, one must understand the art as well as the science behind it. Risk Management: Foundations for a Changing Financial World provides investment professionals with a solid framework for understanding the theory, philosophy, and development of the practice of risk management by Outlining the evolution of risk management and how the discipline has adapted to address the future of managing risk Covering the full range of risk management issues, including firm, portfolio, and credit risk management Examining the various aspects of measuring risk and the practical aspects of managing risk Including key writings from leading risk management practitioners and academics, such as Andrew Lo, Robert Merton, John Bogle, and Richard Bookstaber For financial analysts, money managers, and others in the finance industry, this book offers an in-depth understanding of the critical topics and issues in risk management that are most important to today’s investment professionals.
Book Synopsis Enterprise Risk Analytics for Capital Markets by : Raghurami Reddy Etukuru
Download or read book Enterprise Risk Analytics for Capital Markets written by Raghurami Reddy Etukuru and published by iUniverse. This book was released on 2014-10-09 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: While quantitative models can help predict the trends in Capital Markets, forecasts dont always hold up and can quickly cause things to spiral out of control and can lead to global risk. In order to reduce systemic risk, the G20 committed to a fundamental reform of the financial system, to correct the fault lines, and to rebuild the financial system as a safer, more resilient source of finance that better serves the real economy. This requires Financial Institutions to develop sound Risk Management practices. In straightforward language, youll learn about key components of risk management, including risk knowledge, risk quantification, risk data management, risk data aggregation, risk architectures, risk analytics and reporting, risk regulation. Youll also get definitions explaining how different financial products work, mathematical formulas with explanations, and insights on different asset classes, different approaches to hedging, and much more. This book Enterprise Risk Analytics for Capital Markets will help whether you are just beginning a career in risk management or advancing your career with in risk management.
Book Synopsis Risk-Based Approaches to Asset Allocation by : Maria Debora Braga
Download or read book Risk-Based Approaches to Asset Allocation written by Maria Debora Braga and published by Springer. This book was released on 2015-12-10 with total page 103 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on the concepts and applications of risk-based asset allocation. Markowitz’s traditional approach to asset allocation suffers from serious drawbacks when implemented. These mainly arise from the estimation risk associated with the necessary input the most critical being expected returns. With the financial crisis, there has been an increasing interest in asset allocation approaches that don’t need expected returns as input, known as risk-based approaches. The book provides an analysis of the different solutions that fit this description: the equal-weighting approach, the global minimum-variance approach, the most diversified portfolio approach and the risk parity approach. In addition to a theoretical discussion of these, it presents practical applications in different investment environments. Three different evaluation dimensions are considered to put these approaches to the test: financial efficiency, diversification and portfolio stability.
Book Synopsis Hedge Fund Modelling and Analysis Using Excel and VBA by : Paul Darbyshire
Download or read book Hedge Fund Modelling and Analysis Using Excel and VBA written by Paul Darbyshire and published by John Wiley & Sons. This book was released on 2012-02-23 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: Co-authored by two respected authorities on hedge funds and asset management, this implementation-oriented guide shows you how to employ a range of the most commonly used analysis tools and techniques both in industry and academia, for understanding, identifying and managing risk as well as for quantifying return factors across several key investment strategies. The book is also suitable for use as a core textbook for specialised graduate level courses in hedge funds and alternative investments. The book provides hands-on coverage of the visual and theoretical methods for measuring and modelling hedge fund performance with an emphasis on risk-adjusted performance metrics and techniques. A range of sophisticated risk analysis models and risk management strategies are also described in detail. Throughout, coverage is supplemented with helpful skill building exercises and worked examples in Excel and VBA. The book's dedicated website, www.darbyshirehampton.com provides Excel spreadsheets and VBA source code which can be freely downloaded and also features links to other relevant and useful resources. A comprehensive course in hedge fund modelling and analysis, this book arms you with the knowledge and tools required to effectively manage your risks and to optimise the return profile of your investment style.
Book Synopsis Hedge Fund Modelling and Analysis using MATLAB by : Paul Darbyshire
Download or read book Hedge Fund Modelling and Analysis using MATLAB written by Paul Darbyshire and published by John Wiley & Sons. This book was released on 2014-06-03 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second book in Darbyshire and Hampton’s Hedge Fund Modelling and Analysis series, Hedge Fund Modelling and Analysis Using MATLAB® takes advantage of the huge library of built-in functions and suite of financial and analytic packages available to MATLAB®. This allows for a more detailed analysis of some of the more computationally intensive and advanced topics, such as hedge fund classification, performance measurement and mean-variance optimisation. Darbyshire and Hampton’s first book in the series, Hedge Fund Modelling and Analysis Using Excel & and VBA, is seen as a valuable supplementary text to this book. Starting with an overview of the hedge fund industry the book then looks at a variety of commercially available hedge fund data sources. After covering key statistical techniques and methods, the book discusses mean-variance optimisation, hedge fund classification and performance with an emphasis on risk-adjusted return metrics. Finally, common hedge fund market risk management techniques, such as traditional Value-at-Risk methods, modified extensions and expected shortfall are covered. The book’s dedicated website, www.darbyshirehampton.com provides free downloads of all the data and MATLAB® source code, as well as other useful resources. Hedge Fund Modelling and Analysis Using MATLAB® serves as a definitive introductory guide to hedge fund modelling and analysis and will provide investors, industry practitioners and students alike with a useful range of tools and techniques for analysing and estimating alpha and beta sources of return, performing manager ranking and market risk management.
Book Synopsis The Predator Space Chronicles Omnibus by : Craig DeLancey
Download or read book The Predator Space Chronicles Omnibus written by Craig DeLancey and published by 496 \ Perfect Number Press. This book was released on 2020-03-18 with total page 1027 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seven epic novels in one giant collection The Philadelphia Free Press writes that these books are "impossible to put down and filled with exciting action in an alien-filled galaxy that humans have just joined." Amir Tarkos is one of the only humans in the Predator Corp, the most feared and respected military force in the Galaxy. With his partner Bria, a bear-like carnivore, Tarkos is on a dangerous and difficult mission to locate the last surviving Ulltrians, a race that once extinguished much of the life in the Galaxy. Only with the help of a young human girl imprisoned among their enemies can Tarkos and Bria prevent the victory of the Ulltrians. But first they must brave the frozen ocean of a sunless world, assemble a robot army, find their way through a thinking labyrinth, and finally face the Ulltrians in hand-to-hand combat. The Predator Space Chronicles Omnibus collects together seven epic novels into one volume: 1. Well of Furies 2. World Hammer 3. Ice Sky Storm 4. Earthrise 5. Earthfall 6. Question Zero 7. One Human SEVEN NOVELS 323,000 words LEARN MORE: Looking for an introduction to Tarkos, Bria, and Predator Space? Listen to EscapePod Episode 333! It's available for free at: http://escapepod.org/2012/02/23/ep333-asteroid-monte/ ABOUT THE AUTHOR: Craig DeLancey is a writer and philosopher. His novels include the Predator Space Chronicles and Gods of Earth. He has published dozens of short stories, in places like Analog, Nature Physics, Cosmos, Zahir, Aboriginal, and the Mississippi Review Online. His story "Julie Is Three" won the Analog Anlab readers choice award for short story in 2012 and is under film development by Storycom. His story "RedKing" is in several of the year's best science fiction anthologies. He is also a playwright, and his plays have received staged readings and performances in New York, Los Angeles, Sydney, Melbourne, and elsewhere. You can sign up for Craig's quarterly email list at: http://eepurl.com/c-cTjL Your email address will never be shared and will only be used for quarterly updates and free fiction. www.craigdelancey.com
Download or read book Earthrise written by Craig DeLancey and published by 496 \ Perfect Number Press. This book was released on 2017-10-29 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Analysis, Design and Evaluation of Man-Machine Systems 1995 by : T.B. Sheridan
Download or read book Analysis, Design and Evaluation of Man-Machine Systems 1995 written by T.B. Sheridan and published by Elsevier. This book was released on 2014-05-23 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series of IFAC Symposia on Analysis, Design and Evaluation of Man-Machine Systems provides the ideal forum for leading researchers and practitioners who work in the field to discuss and evaluate the latest research and developments. This publication contains the papers presented at the 6th IFAC Symposium in the series which was held in Cambridge, Massachusetts, USA.
Book Synopsis Personal Finance and Investments by : Keith Redhead
Download or read book Personal Finance and Investments written by Keith Redhead and published by Routledge. This book was released on 2008-09-15 with total page 936 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the ideal course book for the growing number of options in personal finance and money management, explaining the investment and financing strategies available to individual investors and including various case studies and exercises.
Book Synopsis Trend Following with Managed Futures by : Alex Greyserman
Download or read book Trend Following with Managed Futures written by Alex Greyserman and published by John Wiley & Sons. This book was released on 2014-08-26 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: An all-inclusive guide to trend following As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following. The book examines relevant topics such as: Trend following as an alternative asset class Benchmarking and factor decomposition Applications for trend following in an investment portfolio And many more By focusing on the investor perspective, Trend Following with Managed Futures is a groundbreaking and invaluable resource for anyone interested in modern systematic trend following.
Book Synopsis Lectures On Quantum Mechanics And Attractors by : Alexander Komech
Download or read book Lectures On Quantum Mechanics And Attractors written by Alexander Komech and published by World Scientific. This book was released on 2022-02-18 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a concise introduction to Quantum Mechanics with a systematic, coherent, and in-depth explanation of related mathematical methods from the scattering theory and the theory of Partial Differential Equations.The book is aimed at graduate and advanced undergraduate students in mathematics, physics, and chemistry, as well as at the readers specializing in quantum mechanics, theoretical physics and quantum chemistry, and applications to solid state physics, optics, superconductivity, and quantum and high-frequency electronic devices.The book utilizes elementary mathematical derivations. The presentation assumes only basic knowledge of the origin of Hamiltonian mechanics, Maxwell equations, calculus, Ordinary Differential Equations and basic PDEs. Key topics include the Schrödinger, Pauli, and Dirac equations, the corresponding conservation laws, spin, the hydrogen spectrum, and the Zeeman effect, scattering of light and particles, photoelectric effect, electron diffraction, and relations of quantum postulates with attractors of nonlinear Hamiltonian PDEs. Featuring problem sets and accompanied by extensive contemporary and historical references, this book could be used for the course on Quantum Mechanics and is also suitable for individual study.
Book Synopsis How Not to Age by : Michael Greger, M.D., FACLM
Download or read book How Not to Age written by Michael Greger, M.D., FACLM and published by Flatiron Books. This book was released on 2023-12-05 with total page 860 pages. Available in PDF, EPUB and Kindle. Book excerpt: Instant New York Times Bestseller Uncover the evidence-based science to slowing the effects of aging, from the New York Times bestselling author of the How Not to Die series When Dr. Michael Greger, founder of NutritionFacts.org, dove into the top peer-reviewed anti-aging medical research, he realized that diet could regulate every one of the most promising strategies for combating the effects of aging. We don’t need Big Pharma to keep us feeling young—we already have the tools. In How Not to Age, the internationally renowned physician and nutritionist breaks down the science of aging and chronic illness and explains how to help avoid the diseases most commonly encountered in our journeys through life. Physicians have long treated aging as a malady, but getting older does not have to mean getting sicker. There are eleven pathways for aging in our bodies’ cells and we can disrupt each of them. Processes like autophagy, the upcycling of unusable junk, can be boosted with spermidine, a compound found in tempeh, mushrooms, and wheat germ. Senescent “zombie” cells that spew inflammation and are linked to many age-related diseases may be cleared in part with quercetin-rich foods like onions, apples, and kale. And we can combat effects of aging without breaking the bank. Why spend a small fortune on vitamin C and nicotinamide facial serums when you can make your own for up to 2,000 times cheaper? Inspired by the dietary and lifestyle patterns of centenarians and residents of “blue zone” regions where people live the longest, Dr. Greger presents simple, accessible, and evidence-based methods to preserve the body functions that keep you feeling youthful, both physically and mentally. Brimming with expertise and actionable takeaways, How Not to Age lays out practical strategies for achieving ultimate longevity.
Book Synopsis Proceedings of the 7th International Conference on Business and Finance by : Michael Twum-Darko
Download or read book Proceedings of the 7th International Conference on Business and Finance written by Michael Twum-Darko and published by AOSIS. This book was released on 2015-12-31 with total page 105 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cape Town, South Africa, 9 Sept. 2015 - 10 Sept. 2015. Theme: ‘Creating futures: Sustainable economies?’, Purpose: To share continuous and collaborative research outputs that review existing strategies and to propose mechanisms for the likely achievement of a sustainable economy that is unique but inclusive to different entities in the world. Target audience: This year’s 7th International Conference on Business and Finance (ICBF) continues its tradition of being the premier forum for presentation of research results and experience reports on contemporary issues of finance, accounting, entrepreneurship, business innovation, big data, e-Government, public management, development economics and information systems, including models, systems, applications, and theory. Editorial Policy: All papers were refereed by a double blind reviewing process in line with the South African, Department of Higher Education Training (DHET) refereeing standards. Papers were reviewed according to the following criteria: relevance to conference themes, relevance to audience, contribution to scholarship, standard of writing, originality and critical analysis.
Book Synopsis The Complete Guide to Hedge Funds and Hedge Fund Strategies by : D. Capocci
Download or read book The Complete Guide to Hedge Funds and Hedge Fund Strategies written by D. Capocci and published by Springer. This book was released on 2013-07-30 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: One-stop-guide to the hedge fund industry, investment and trading strategies adopted by hedge funds and the industry's regulation. For anyone with an interest in investing or managing funds, it presents everything practitioners need to know to understand these investment vehicles from their theoretical underpinnings, to how they work in practice.
Book Synopsis Liutex and Third Generation of Vortex Definition and Identification by : Chaoqun Liu
Download or read book Liutex and Third Generation of Vortex Definition and Identification written by Chaoqun Liu and published by Springer Nature. This book was released on 2021-07-26 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects papers presented in the Invited Workshop, “Liutex and Third Generation of Vortex Definition and Identification for Turbulence,” from CHAOS2020, June 9-12, 2020, which was held online as a virtual conference. Liutex is a new physical quantity introduced by Prof. Chaoqun Liu of the University of Texas at Arlington. It is a vector and could give a unique and accurate mathematical definition for fluid rotation or vortex. The papers in this volume include some Liutex theories and many applications in hydrodynamics, aerodynamics and thermal dynamics including turbine machinery. As vortex exists everywhere in the universe, a mathematical definition of vortex or Liutex will play a critical role in scientific research. There is almost no place without vortex in fluid dynamics. As a projection, the Liutex theory will play an important role on the investigations of the vortex dynamics in hydrodynamics, aerodynamics, thermodynamics, oceanography, meteorology, metallurgy, civil engineering, astronomy, biology, etc. and to the researches of the generation, sustenance, modelling and controlling of turbulence.
Book Synopsis Geometric Methods for Discrete Dynamical Systems by : Robert W. Easton
Download or read book Geometric Methods for Discrete Dynamical Systems written by Robert W. Easton and published by Oxford University Press, USA. This book was released on 1998 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book looks at dynamics as an iteration process where the output of a function is fed back as an input to determine the evolution of an initial state over time. The theory examines errors which arise from round-off in numerical simulations, from the inexactness of mathematical models used to describe physical processes, and from the effects of external controls. The author provides an introduction accessible to beginning graduate students and emphasizing geometric aspects of the theory. Conley's ideas about rough orbits and chain-recurrence play a central role in the treatment. The book will be a useful reference for mathematicians, scientists, and engineers studying this field, and an ideal text for graduate courses in dynamical systems.
Book Synopsis Market Risk Analysis, Boxset by : Carol Alexander
Download or read book Market Risk Analysis, Boxset written by Carol Alexander and published by John Wiley & Sons. This book was released on 2009-02-24 with total page 1691 pages. Available in PDF, EPUB and Kindle. Book excerpt: Market Risk Analysis is the most comprehensive, rigorous and detailed resource available on market risk analysis. Written as a series of four interlinked volumes each title is self-contained, although numerous cross-references to other volumes enable readers to obtain further background knowledge and information about financial applications. Volume I: Quantitative Methods in Finance covers the essential mathematical and financial background for subsequent volumes. Although many readers will already be familiar with this material, few competing texts contain such a complete and pedagogical exposition of all the basic quantitative concepts required for market risk analysis. There are six comprehensive chapters covering all the calculus, linear algebra, probability and statistics, numerical methods and portfolio mathematics that are necessary for market risk analysis. This is an ideal background text for a Masters course in finance. Volume II: Practical Financial Econometrics provides a detailed understanding of financial econometrics, with applications to asset pricing and fund management as well as to market risk analysis. It covers equity factor models, including a detailed analysis of the Barra model and tracking error, principal component analysis, volatility and correlation, GARCH, cointegration, copulas, Markov switching, quantile regression, discrete choice models, non-linear regression, forecasting and model evaluation. Volume III: Pricing, Hedging and Trading Financial Instruments has five very long chapters on the pricing, hedging and trading of bonds and swaps, futures and forwards, options and volatility as well detailed descriptions of mapping portfolios of these financial instruments to their risk factors. There are numerous examples, all coded in interactive Excel spreadsheets, including many pricing formulae for exotic options but excluding the calibration of stochastic volatility models, for which Matlab code is provided. The chapters on options and volatility together constitute 50% of the book, the slightly longer chapter on volatility concentrating on the dynamic properties the two volatility surfaces the implied and the local volatility surfaces that accompany an option pricing model, with particular reference to hedging. Volume IV: Value at Risk Models builds on the three previous volumes to provide by far the most comprehensive and detailed treatment of market VaR models that is currently available in any textbook. The exposition starts at an elementary level but, as in all the other volumes, the pedagogical approach accompanied by numerous interactive Excel spreadsheets allows readers to experience the application of parametric linear, historical simulation and Monte Carlo VaR models to increasingly complex portfolios. Starting with simple positions, after a few chapters we apply value-at-risk models to interest rate sensitive portfolios, large international securities portfolios, commodity futures, path dependent options and much else. This rigorous treatment includes many new results and applications to regulatory and economic capital allocation, measurement of VaR model risk and stress testing.
