Welcome to our book review site go-pdf.online!
You may have to Search all our reviewed books and magazines, click the sign up button below to create a free account.
Risk and Asset Allocation
Discusses in the practical and theoretical aspects of one-period asset allocation, i.e. market Modeling, invariants estimation, portfolia evaluation, and portfolio optimization in the prexence of estimation risk The book is software based, many of the exercises simulate in Matlab the solution to practical problems and can be downloaded from the book's web-site
Computational Methods in Decision-Making, Economics and Finance
Computing has become essential for the modeling, analysis, and optimization of systems. This book is devoted to algorithms, computational analysis, and decision models. The chapters are organized in two parts: optimization models of decisions and models of pricing and equilibria.
Introduction to Risk Parity and Budgeting
Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management. Risk parity then became a popular financial model of investment after the global fina
Risk and Portfolio Analysis
Investment and risk management problems are fundamental problems for financial institutions and involve both speculative and hedging decisions. A structured approach to these problems naturally leads one to the field of applied mathematics in order to translate subjective probability beliefs and attitudes towards risk and reward into actual decisions. In Risk and Portfolio Analysis the authors present sound principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible principles, methods, and models that still capture the essential features of the real-world problems. They use rigorous, yet e...
Portfolio Management under Stress
A rigorous presentation of a novel methodology for asset allocation in financial portfolios under conditions of market distress.
Zero Lower Bound Term Structure Modeling
Nominal yields on government debt in several countries have fallen very near their zero lower bound (ZLB), causing a liquidity trap and limiting the capacity to stimulate economic growth. This book provides a comprehensive reference to ZLB structure modeling in an applied setting.
Advanced Metaprogramming in Classic C++
Advanced Metaprogramming in Classic C++ aims to be both an introduction and a reference to C++ template metaprogramming (TMP); TMP is presented in the book as a set of techniques that will bring a new style in C++ and make code exceptionally clear and efficient. The book deals with language aspects, design patterns, examples and applications (seen as case studies). Special emphasis is put on small reusable techniques that will improve the quality of daily work. What makes the book exceptional is the level of understanding of the concepts involved imparted by the author. This is not just a rote overview of metaprogramming. You will truly understand difficult topics like static assertions, how to write metafunctions, overload resolution, lambda expressions, and many others. More than that, you will work through them with practical examples guided by the author's frank explanations. This book requires you to think and to learn and to understand the language so that you can program at a higher level.
Risk
None
Modern Asset Allocation for Wealth Management
An authoritative resource for the wealth management industry that bridges the gap between modern perspectives on asset allocation and practical implementation An advanced yet practical dive into the world of asset allocation, Modern Asset Allocation for Wealth Management provides the knowledge financial advisors and their robo-advisor counterparts need to reclaim ownership of the asset allocation component of their fiduciary responsibility. Wealth management practitioners are commonly taught the traditional mean-variance approach in CFA and similar curricula, a method with increasingly limited applicability given the evolution of investment products and our understanding of real-world client...
Bayesian Inference of State Space Models
Bayesian Inference of State Space Models: Kalman Filtering and Beyond offers a comprehensive introduction to Bayesian estimation and forecasting for state space models. The celebrated Kalman filter, with its numerous extensions, takes centre stage in the book. Univariate and multivariate models, linear Gaussian, non-linear and non-Gaussian models are discussed with applications to signal processing, environmetrics, economics and systems engineering. Over the past years there has been a growing literature on Bayesian inference of state space models, focusing on multivariate models as well as on non-linear and non-Gaussian models. The availability of time series data in many fields of science ...
