Multifractal Financial Markets

An Alternative Approach to Asset and Risk Management

AvYasmine Hayek Kobeissi

Häftad, Engelska, 2012

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Beskrivning

Multifractal Financial Markets explores appropriate models for estimating risk and profiting from market swings, allowing readers to develop enhanced portfolio management skills and strategies. Fractals in finance allow us to understand market instability and persistence. When applied to financial markets, these models produce the requisite amount of data necessary for gauging market risk in order to mitigate loss. This brief delves deep into the multifractal market approach to portfolio management through real-world examples and case studies, providing readers with the tools they need to forecast profound shifts in market activity.

Produktinformation

Utgivningsdatum:2012-07-21
Mått:155 x 235 x 9 mm
Vikt:236 g
Format:Häftad
Språk:Engelska
Serie:SpringerBriefs in Finance
Antal sidor:128
Upplaga:2013
Förlag:Springer-Verlag New York Inc.
ISBN:9781461444893

Utforska kategorier

Optimering inom Naturvetenskap och teknik
Finansiering inom Ekonomi och Ledarskap

Mer om författaren

Yasmine Hayek Kobeissi has been working as a financial consultant for large banks and hedge funds since 1995. Her clients have included such well-known institutions as the Europe Arab Bank, Gulf International Bank, and Groupe Société Générale. She obtained her Ph.D. in Finance from Université Paris IX Dauphine, and is a frequent lecturer on Futures & Derivatives at St. Joseph University (Beirut).

Recensioner i media

From the reviews: "This book introduces an alternative approach to asset and risk management. ... it could be useful to those who want to assess recent risk management practices, new trends in the financial industry, and the timeline of the 2007-09 U.S. financial crisis." (Youngna Choi, Mathematical Reviews, November, 2013)