Posted by **hue** at March 6, 2009

Wiley | 2008 | ISBN: 0470997893 | Pages: 416 | PDF | 9.29 MB

Posted by **interes** at Jan. 2, 2014

English | 2008 | ISBN: 0470998016 | 426 pages | PDF | 5,7 MB

Written by leading market risk academic, Professor Carol Alexander, 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 that are required for resolving problems in market risk analysis.

Posted by **interes** at Dec. 27, 2013

English | 2008 | ISBN: 0470998008 | 320 pages | PDF | 3,3 MB

Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set. 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.

Posted by **interes** at Dec. 27, 2013

English | 2009 | ISBN: 0470997885 | 492 pages | PDF | 15,9 MB

Written by leading market risk academic, Professor Carol Alexander, 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.

Posted by **Book-er** at June 11, 2012

English | 2009 | ISBN: 0470997885 | 492 pages | PDF | 15,9 MB

Written by leading market risk academic, Professor Carol Alexander, 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 gained from Volume I, of factor models, principal component analysis, statistical models of volatility and correlation and copulas from Volume II and, from Volume III, knowledge of pricing and hedging financial instruments and of mapping portfolios of similar instruments to risk factors. A unifying characteristic of the series is the pedagogical approach to practical examples that are relevant to market risk analysis in practice.

Posted by **Book-er** at June 11, 2012

English | 2008 | ISBN: 0470997893 | 416 pages | PDF | 11,3 MB

Written by leading market risk academic, Professor Carol Alexander, 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 markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces.

Posted by **Book-er** at June 11, 2012

English | 2008 | ISBN: 0470998016 | 426 pages | PDF | 5,7 MB

Written by leading market risk academic, Professor Carol Alexander, 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 that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet.

Posted by **Book-er** at June 11, 2012

English | 2008 | ISBN: 0470998008 | 320 pages | PDF | 3,3 MB

Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set. 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 to anyone with a university degree in mathematics, physics or engineering, no prior knowledge of finance is necessary.

Posted by **step778** at Dec. 21, 2015

2008 | pages: 423 | ISBN: 0470997893 | PDF | 9,8 mb

Posted by **advisors** at Dec. 26, 2013

2008 | 416 Pages | ISBN: 0470997893 | PDF | 11 MB