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The Resource Practical methods of financial engineering and risk management : tools for modern financial professionals, Rupak Chatterjee, (electronic book) | (electronic book)

Practical methods of financial engineering and risk management : tools for modern financial professionals, Rupak Chatterjee, (electronic book) | (electronic book)

Label
Practical methods of financial engineering and risk management : tools for modern financial professionals
Title
Practical methods of financial engineering and risk management
Title remainder
tools for modern financial professionals
Statement of responsibility
Rupak Chatterjee
Creator
Contributor
Subject
Language
eng
Summary
Rupak Chatterjee, former director of the multi-asset quantitative research group at Citi, introduces finance professionals and advanced students to the latest concepts, tools, valuation techniques, and analytic measures being deployed by the more discerning and responsive Wall Street practitioners, on all operational scales from day trading to institutional strategy, to model and analyze more faithfully the real behavior and risk exposure of financial markets in the cold light of the post-2008 realities. The book assumes a working knowledge of calculus, statistics, and Excel, but it teaches techniques from statistical analysis, probability, and stochastic processes sufficient to enable the reader to calibrate probability distributions and create the simulations that are used on Wall Street to valuate various financial instruments correctly, model the risk dimensions of trading strategies, and perform the numerically intensive analysis of risk measures required by various regulatory agencies
Member of
Cataloging source
UMI
http://library.link/vocab/creatorName
Chatterjee, Rupak
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Stevens Institute of Technology
http://library.link/vocab/subjectName
  • Financial engineering
  • Risk management
Label
Practical methods of financial engineering and risk management : tools for modern financial professionals, Rupak Chatterjee, (electronic book) | (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Control code
SPR891570142
Extent
xxviii, 357 p.
Form of item
  • online
  • electronic
Isbn
9781430261346
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote
Label
Practical methods of financial engineering and risk management : tools for modern financial professionals, Rupak Chatterjee, (electronic book) | (electronic book)
Publication
Bibliography note
Includes bibliographical references and index
Control code
SPR891570142
Extent
xxviii, 357 p.
Form of item
  • online
  • electronic
Isbn
9781430261346
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote

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