Biblioteca Especializada

Documentos disponibles escritos por este autor

Investment Strategy Returns : Volatility, Asymmetry, Fat Tails and the Nature of Alpha / Arthur M. Berd

Público ISBD en Lessons from the Financial Crisis : Insights from the Defining Economic Event of Our Lifetime / Arthur M. Berd Título : Investment Strategy Returns : Volatility, Asymmetry, Fat Tails and the Nature of Alpha Tipo de documento: capítulo Autores: Arthur M. Berd, autor Número de páginas: pp. 565-594 en Lessons from the Financial Crisis : Insights from the Defining Economic Event of Our Lifetime / Arthur M. Berd Investment Strategy Returns : Volatility, Asymmetry, Fat Tails and the Nature of Alpha [capítulo] / Arthur M. Berd, autor . - [s.d.] . - pp. 565-594.

Ejemplares

Código de barras	Signatura	Tipo de medio	Ubicación	Sección	Estado
ningún ejemplar

Investment Strategy Returns: Volatility, Asymmetry, Fat Tails and the Nature of Alpha / Arthur M. Berd

Público ISBD en Lessons from the Financial Crisis : Insights from the Defining Economic Event of Our Lifetime / Arthur M. Berd Título : Investment Strategy Returns: Volatility, Asymmetry, Fat Tails and the Nature of Alpha Tipo de documento: capítulo Autores: Arthur M. Berd, autor Número de páginas: pp. 565-594 en Lessons from the Financial Crisis : Insights from the Defining Economic Event of Our Lifetime / Arthur M. Berd Investment Strategy Returns: Volatility, Asymmetry, Fat Tails and the Nature of Alpha [capítulo] / Arthur M. Berd, autor . - [s.d.] . - pp. 565-594.

Ejemplares

Código de barras	Signatura	Tipo de medio	Ubicación	Sección	Estado
ningún ejemplar

Lessons from the Financial Crisis : Insights from the Defining Economic Event of Our Lifetime / Arthur M. Berd

Público ISBD Título : Lessons from the Financial Crisis : Insights from the Defining Economic Event of Our Lifetime Tipo de documento: libro Autores: Arthur M. Berd, editor Editorial: London : Risk Books Fecha de publicación: 2010 Número de páginas: xlv, 605p Nota general: Incluye índice. ISBN 978-1-906348-47-2 Clasificación: PRESTAMO PERMANENTE Lessons from the Financial Crisis : Insights from the Defining Economic Event of Our Lifetime [libro] / Arthur M. Berd, editor . - London : Risk Books, 2010 . - xlv, 605p. Incluye índice. ISBN 978-1-906348-47-2 Clasificación: PRESTAMO PERMANENTE

Contenido :

• The Credit Crunch of 2007 : What Went Wrong?Why?What Lessons Can be Learned? / John C. Hull
• Underwriting versus Economy : A New Approach to Decomposing Mortgage Losses / Ashish Das
• The Shadow Banking System and Hyman Miniky's Economic Journey / Paul McCulley
• The Collapse of the Icelandic Banking System / René Kallestrup
• The Quant Crunch Experience and the Future of Quantitative Investing / Bob Litterman
• No Margin for Error : The Impact of the Credit Crisis on Derivatives Markets / Jeffrey Rosenberg
• The Re-Emergence of Distressed Exchanges in Corporate Restructurings / Edward I. Altman
• Modelling Systemic and Sovereign Risks / Dale F. Gray
• Measuring and Managing Risk in Innovative Financial Instruments / Stuart M. Turnbull
• Forecasting Extreme Risk of Equity Portfolios with Fundamental Factors / Vladislav Dubikovsky
• Limits of Implied Credit correlation Metrics Before and During the Crisis / Damiano Brigo
• Another view on the pricing of MBSs, CMOs and CDOs of ABSs / Jean-David Fermanian
• Pricing of Credit Derivatives with and without Counterparty and Collateral Adjustments / Alexander Lipton
• A Practical guide to Monte Carlo CVA / Alexander Sokol
• The Endogenous Dynamics of Markets : Price Impact, Feedback Loops and Instabilities / Jean-Philippe Boucaud
• Market Panics : Correlation Dynamics, Dispersion and Tails / Lisa Borland
• Financial Complexity and Systemic Stability in Trading Markets / Matteo Marsili
• The Martingale Theory of Bubbles : Implications for the Valuation of Derivatives and Detecting Bubbles / Robert A. Jarrow
• Managing through a Crisis : Practical Insights and Lessons Learned for quantitatively Managed Equity Portfolios / Peter J. Zangari
• Active Risk Management : A Credit Investor's Perspective / Vineer Bhansali

20 registros indicados sobre 21, ver los 1 autores

Reserva

Reservar este documento

Ejemplares

Código de barras	Signatura	Tipo de medio	Ubicación	Sección	Estado
37279	PRESTAMO PERMANENTE Gerencia de Política Economica y Mercados	Libro	Biblioteca Especializada	Colección general	En préstamo hasta 30/12/2025

Lessons from the Financial Crisis : Insights from the Defining Economic Event of Our Lifetime / Arthur M. Berd

Público ISBD Título : Lessons from the Financial Crisis : Insights from the Defining Economic Event of Our Lifetime Tipo de documento: libro Autores: Arthur M. Berd, editor Editorial: London : Risk Books Número de páginas: xlv, 605p Nota general: Incluye índice. ISBN 978-1-906348-47-2 Clasificación: PRESTAMO PERMANENTE Lessons from the Financial Crisis : Insights from the Defining Economic Event of Our Lifetime [libro] / Arthur M. Berd, editor . - London : Risk Books, [s.d.] . - xlv, 605p. Incluye índice. ISBN 978-1-906348-47-2 Clasificación: PRESTAMO PERMANENTE

Reserva

Reservar este documento

Ejemplares

Código de barras	Signatura	Tipo de medio	Ubicación	Sección	Estado
37343	PRESTAMO PERMANENTE Superintendencia de Servicios Financieros	Libro	Biblioteca Especializada	Colección general	En préstamo hasta 30/12/2025

Lessons from the Financial Crisis : Insights from the Defining Economic Event of Our Lifetime / Arthur M. Berd

Público ISBD Título : Lessons from the Financial Crisis : Insights from the Defining Economic Event of Our Lifetime Tipo de documento: libro Autores: Arthur M. Berd, editor Editorial: London : Risk Books Fecha de publicación: 2010 Número de páginas: xlv, 605p ISBN/ISSN/DL: 978-1-906348-47-2 Nota general: Incluye índice. Clasificación: 338.542 Lessons from the Financial Crisis : Insights from the Defining Economic Event of Our Lifetime [libro] / Arthur M. Berd, editor . - London : Risk Books, 2010 . - xlv, 605p. ISBN : 978-1-906348-47-2 Incluye índice. Clasificación: 338.542

Contenido :

• The Credit Crunch of 2007: What Went Wrong? Why? What Lessons Can be Learned? / John C. Hull
• Underwriting versus Economy: A New Approach to Decomposing Mortgage Losses / Ashish Das
• The Shadow Banking System and Hyman Minsky's Economic Journey / Paul McCulley
• The Collapse of the Icelandic Banking System / René Kallestrup
• The Quant Crunch Experience and the Future of Quantitative Investing / Bob Litterman
• No Margin for Error: The Impact of the Crisis on Derivatives Markets / Jeffrey Rosenberg
• The Re-Emergence of Distressed Exchanges in Corporate Restructurings / Edward I. Altman
• Modelling Systemic and Sovereign Risks / Dale F. Gray
• Measuring and Managing Risk in Innovative Financial Instruments / Stuart M. Turnbull
• Forecasting Extreme Risk of Equity Portfolios with Fundamental Factors / Vladislav Dubikovsky
• Limits of Implied Credit Correlation Metrics Before and During the Crisis / Damiano Brigo
• Another View on the Pricing of MBSs, CMOs, CDOs of ABSs / Jean-David Fermanian
• Pricing of Credit Derivatives with or without Counterparty and Collateral Adjustments / Alexander Lipton
• A Practical Guide to Monte Carlo CVA / Alexander Sokol
• The Endogenous Dynamics of Markets: Price Impact, Feedback Loops and Instabilities / Jean-Philippe Bouchaud
• Market Panics: Correlation Dynamics, Dispersion, and Tails / Lisa Borland
• Financial Complexity and Systemic Stability in Trading Markets / Matteo Marsili
• The Martingale Theory of Bubbles: Implication for the Valuation of Derivatives and Detecting Bubbles / Robert A. Jarrow
• Managing through a Crisis: Practical Insights and Lessons Learned for Quantitatively Managed Equity Portfolios / Peter J. Zangari
• Active Risk Management: a Credit Investor's Perspective / Vineer Bhansali

20 registros indicados sobre 21, ver los 1 autores

Reserva

Reservar este documento

Ejemplares

Código de barras	Signatura	Tipo de medio	Ubicación	Sección	Estado
37344	338.542 BERl	Libro	Biblioteca Especializada	Colección general	Disponible