Market Tremors
Quantifying Structural Risks in Modern Financial Markets
Krishnan, Hari P/Bennington, Ash
€64.19
(inklusive MwSt.)
Verfügbarkeit: Besorgungstitel, Festbezug
Zusatztext
Provides a consistent framework for dealing with credit and positioning riskIncludes practitioner examples and techniques for adjusting traditional risk measures Applies Mean Field Theory to reduce the dimensionality of the problem dramatically
Autorenportrait
Hari P. Krishnan is head of volatility strategies at SCT Capital in New York. He was formerly a portfolio manager at Doherty Advisors in New York, a fund manager at CrossBorder Capital in London, an executive director at Morgan Stanley focused on asset allocation, and an options trading strategist for a market-making firm at the CBOE. He was a research scientist at the Columbia Earth Institute after receiving a PhD in applied math from Brown University and a BA in math from Columbia University. Ash Bennington is Senior Editor & Crypto Editor at Real Vision, where he covers finance, investing, and economics, with a particular focus on blockchain and digital assets. Prior to joining Real Vision, he ran CoinDesk's market coverage. Ash is a former CNBC reporter, and served as Editor-in-Chief of Nouriel Roubini's Macro Economics Blog 'Roubini EconoMonitor with Ash Bennington'. His work has appeared in Business Insider, The Christian ScienceMonitor, ZeroHedge, The Observer, and Yahoo Finance.
Weitere Details
Erschienen: 15.09.2021
Umfang: xv, 248 S., 10 s/w Illustr., 104 farbige Illustr.,
Sprache: ENG
Einband: KT
ISBN/EAN: 9783030792527
Umbreit-Nr.: 2433643
