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market-risk-analysis

  1. Nicole Seaman

    Carol Alexander | Market Risk Analysis, Value at Risk Models (Volume IV)

    Value-at-Risk Models forms part four of the Market Risk Analysis four-volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models. It rests on the basic knowledge of financial mathematics and statistics...
  2. Nicole Seaman

    Carol Alexander | Market Risk Analysis, Pricing, Hedging & Trading Financial Instruments (Volume III)

    Pricing, Hedging, and Trading Financial Instruments forms part three of the Market Risk Analysis four-volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the...
  3. Nicole Seaman

    Carol Alexander | Market Risk Analysis, Practical Financial Econometrics (Volume II)

    Practical Financial Econometrics forms part two of the Market Risk Analysis four-volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration, and copulas...
  4. Nicole Seaman

    Carol Alexander | Market Risk Analysis, Quantitative Methods in Finance (Volume I)

    Starting from the basics, this book helps readers to take the first step towards becoming a properly qualified financial risk manager and asset manager, roles that are currently in huge demand. Accessible to intelligent readers with a moderate understanding of mathematics at high school level or...
  5. C

    Carol Alexander - Market Risk Analysis

    Hi David: I have repeatedly heard that Carol's Alexander's 4 volumes are very useful for risk management job practitioners. I have the "Volume I" book and find that it may have a lot of practical use in the field. However, from an FRM exam perspective, do you think that the first volume...
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