Option-Implied Risk-Neutral Distributions and Risk Aversion PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Option-Implied Risk-Neutral Distributions and Risk Aversion PDF full book. Access full book title Option-Implied Risk-Neutral Distributions and Risk Aversion by Jens Carsten Jackwerth. Download full books in PDF and EPUB format.
Author: Jens Carsten Jackwerth
Publisher:
ISBN:
Category :
Languages : en
Pages :
Get Book
Book Description
Author: Jens Carsten Jackwerth
Publisher:
ISBN:
Category :
Languages : en
Pages :
Get Book
Book Description
Author: Yacine Aït-Sahalia
Publisher:
ISBN:
Category : Equilibrium (Economics)
Languages : en
Pages : 64
Get Book
Book Description
Author: Allan M. Malz
Publisher:
ISBN:
Category : Distribution (Probability theory)
Languages : en
Pages : 34
Get Book
Book Description
Author: Jonathan Batten
Publisher: Emerald Group Publishing
ISBN: 1780526172
Category : Business & Economics
Languages : en
Pages : 450
Get Book
Book Description
Highlights research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. This book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, and new products and market features.
Author: G. Gregoriou
Publisher: Springer
ISBN: 0230295207
Category : Business & Economics
Languages : en
Pages : 206
Get Book
Book Description
This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of markets both theoretically and empirically.
Author: Mark Watson
Publisher: Oxford University Press
ISBN: 0199549494
Category : Business & Economics
Languages : en
Pages : 432
Get Book
Book Description
A volume that celebrates and develops the work of Nobel Laureate Robert Engle, it includes original contributions from some of the world's leading econometricians that further Engle's work in time series economics
Author:
Publisher: Othmar M. Lehner
ISBN: 3950351809
Category :
Languages : en
Pages : 655
Get Book
Book Description
Author: Allan M. Malz
Publisher: John Wiley & Sons
ISBN: 1118022912
Category : Business & Economics
Languages : en
Pages : 752
Get Book
Book Description
Financial risk has become a focus of financial and nonfinancial firms, individuals, and policy makers. But the study of risk remains a relatively new discipline in finance and continues to be refined. The financial market crisis that began in 2007 has highlighted the challenges of managing financial risk. Now, in Financial Risk Management, author Allan Malz addresses the essential issues surrounding this discipline, sharing his extensive career experiences as a risk researcher, risk manager, and central banker. The book includes standard risk measurement models as well as alternative models that address options, structured credit risks, and the real-world complexities or risk modeling, and provides the institutional and historical background on financial innovation, liquidity, leverage, and financial crises that is crucial to practitioners and students of finance for understanding the world today. Financial Risk Management is equally suitable for firm risk managers, economists, and policy makers seeking grounding in the subject. This timely guide skillfully surveys the landscape of financial risk and the financial developments of recent decades that culminated in the crisis. The book provides a comprehensive overview of the different types of financial risk we face, as well as the techniques used to measure and manage them. Topics covered include: Market risk, from Value-at-Risk (VaR) to risk models for options Credit risk, from portfolio credit risk to structured credit products Model risk and validation Risk capital and stress testing Liquidity risk, leverage, systemic risk, and the forms they take Financial crises, historical and current, their causes and characteristics Financial regulation and its evolution in the wake of the global crisis And much more Combining the more model-oriented approach of risk management-as it has evolved over the past two decades-with an economist's approach to the same issues, Financial Risk Management is the essential guide to the subject for today's complex world.
Author: Michael McAleer
Publisher: MDPI
ISBN: 3038974439
Category : Business & Economics
Languages : en
Pages : 536
Get Book
Book Description
Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policies and, therefore, the further development of pricing models for financial assets such as equities, bonds, currencies, and derivative securities.
A Special Issue of “Risk Measures with Applications in Finance and Economics” will be devoted to advancements in the mathematical and statistical development of risk measures with applications in finance and economics. This Special Issue will bring together the theory, practice and real-world applications of risk measures. This book is a collection of papers published in the Special Issue of “Risk Measures with Applications in Finance and Economics” for Sustainability in 2018.
Author: Bernd Scherer
Publisher: Oxford University Press
ISBN: 0199553432
Category : Business & Economics
Languages : en
Pages : 530
Get Book
Book Description
This book explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.
