{"product_id":"9781118127186","title":"Handbook of Market Risk","description":"\u003ch3\u003eWiley Handbooks in Financial Engineering and Econometrics\u003c\/h3\u003e\u003ch1\u003eHandbook of Market Risk\u003c\/h1\u003e\u003ch3\u003eChristian Szylar\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eBusiness \u0026amp; Economics \/ Insurance \/ Risk Assessment \u0026amp; Management\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\u003cp\u003eA ONE-STOP GUIDE FOR THE THEORIES, APPLICATIONS, AND STATISTICAL METHODOLOGIES OF MARKET RISK\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003eUnderstanding and investigating the impacts of market risk on the financial landscape is crucial in preventing crises. Written by a hedge fund specialist, the \u003ci\u003eHandbook of Market Risk\u003c\/i\u003e is the comprehensive guide to the subject of market risk.\u003c\/p\u003e \u003cp\u003eFeaturing a format that is accessible and convenient, the handbook employs numerous examples to underscore the application of the material in a real-world setting. The book starts by introducing the various methods to measure market risk while continuing to emphasize stress testing, liquidity, and interest rate implications. Covering topics intrinsic to understanding and applying market risk, the handbook features:\u003c\/p\u003e \u003cul\u003e \u003cli\u003eAn introduction to financial markets\u003c\/li\u003e \u003cli\u003eThe historical perspective from market\u003c\/li\u003e \u003cli\u003eevents and diverse mathematics to the\u003c\/li\u003e \u003cli\u003evalue-at-risk\u003c\/li\u003e \u003cli\u003eReturn and volatility estimates\u003c\/li\u003e \u003cli\u003eDiversification, portfolio risk, and\u003c\/li\u003e \u003cli\u003eefficient frontier\u003c\/li\u003e \u003cli\u003eThe Capital Asset Pricing Model\u003c\/li\u003e \u003cli\u003eand the Arbitrage Pricing Theory\u003c\/li\u003e \u003cli\u003eThe use of a fundamental\u003c\/li\u003e \u003cli\u003emulti-factors model\u003c\/li\u003e \u003cli\u003eFinancial derivatives instruments\u003c\/li\u003e \u003cli\u003eFixed income and interest rate risk\u003c\/li\u003e \u003cli\u003eLiquidity risk\u003c\/li\u003e \u003cli\u003eAlternative investments\u003c\/li\u003e \u003cli\u003eStress testing and back testing\u003c\/li\u003e \u003cli\u003eBanks and Basel II\/III\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003eThe \u003ci\u003eHandbook of Market Risk\u003c\/i\u003e is a must-have resource for financial engineers, quantitative analysts, regulators, risk managers in investments banks, and large-scale consultancy groups advising banks on internal systems. The handbook is also an excellent text for academics teaching postgraduate courses on financial methodology. \u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e \t \u003cp\u003e\u003cb\u003eCHRISTIAN SZYLAR, P\u003csmall\u003eH\u003c\/small\u003eD,\u003c\/b\u003e is Global Head of Risk at Marshall Wace, LLP. Dr. Szylar has over eighteen years of working experience with international financial organizations and has advised numerous financial institutions on how best to implement efficient risk management in banking as well as in both UCITS and hedge fund markets. Dr. Szylar has taught multiple master's-level courses on market risk and speaks regularly at international conferences. \u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e04 December 2013\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9781118127186\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e432\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e25.44\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44310746038412,"sku":"9781118127186","price":166.46,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781118127186_1f39866a-04d9-4950-b980-f3c199f8bf94.jpg?v=1780171702","url":"https:\/\/lateknightbooks.com\/products\/9781118127186","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}