Christian Szylar – författare
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3 produkter
3 produkter
1 885 kr
Skickas inom 5-8 vardagar
A ONE-STOP GUIDE FOR THE THEORIES, APPLICATIONS, AND STATISTICAL METHODOLOGIES OF MARKET RISK Understanding and investigating the impacts of market risk on the financial landscape is crucial in preventing crises. Written by a hedge fund specialist, the Handbook of Market Risk is the comprehensive guide to the subject of market risk.Featuring 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: An introduction to financial marketsThe historical perspective from marketevents and diverse mathematics to thevalue-at-riskReturn and volatility estimatesDiversification, portfolio risk, andefficient frontierThe Capital Asset Pricing Modeland the Arbitrage Pricing TheoryThe use of a fundamentalmulti-factors modelFinancial derivatives instrumentsFixed income and interest rate riskLiquidity riskAlternative investmentsStress testing and back testingBanks and Basel II/III The Handbook of Market Risk 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.
2 212 kr
Skickas inom 11-20 vardagar
Risk Management under UCITS III/IV shows how asset managers, fund administrators, management companies and risk departments can satisfy the various financial regulators, which govern European markets, that they have adequate risk monitoring procedures in place for the funds they manage or administer. The book explains all the requirements for risk management under the new UCITS III/IV regime, as well as the universe of financial instruments which can be used by portfolio managers, and identifies their associated risks and possible mitigation strategies. It is therefore required reading for anyone trying to fully understand and comply with UCITS III/IV requirements.
1 857 kr
Skickas inom 5-8 vardagar
The goal of this Handbook on UCITS is to provide a one-stop source for investors and asset managers, service providers, students, researchers, and practitioners to learn the necessary knowledge and analytical skills they need when setting up, managing and monitoring a UCITS fund.This handbook intends to introduce systematically recent developments in different areas of UCITS through a multi-disciplinary approach.The coverage is broad and thorough with a balance of theory and applications. Each chapter covering a special aspect of UCITS is edited by leading experts and practitioners in the area and covers state-of-the-art methods and theory of the selected topic.The purpose of this UCITS handbook is to provide, in a clear format, a summary of the main aspects of each discipline that UCITS involves.Contents1. Setting up a UCITS Fund, Jerome Wigny and Celine Wilmet.2. UCITS Management Companies, Jerome Wigny and Celine Wilmet.3. Risk Management in the Context of UCITS IV, Thierry López and Benjamin Gauthier.4. Counterparty, Issuer and Concentration RiskManagement for UCITS funds, Romain Berry.5. UCITS – The Investment Limits, Andrew P. White.6. UCITS Distribution, Mark Evans.7. The UCITS Management Company and Delegation, Killian Buckley and Ciara O’Sullivan.8. UCITS Taxation, Andre Pesch.9. Alternative UCITS, Christian Szylar.