Practical methods of financial engineering and risk management [electronic resource] : tools for modern financial professionals / Rupak Chatterjee.

Practical methods of financial engineering and risk management [electronic resource] : tools for modern financial professionals / Rupak Chatterjee.

9781430261346 electronic book
143026134X electronic book
9781430261339
1430261331

[New York, N.Y.] : Apress, [2014]

©2014

English

1 online resource : illustrations.

10.1007/978-1-4302-6134-6 doi

HG176.7 .C43 2014

658.15

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. -- Edited summary from book.

Includes bibliographical references and index.

Access limited to authorized users.

Description based on print version record.

Quantitative finance series.

Print version: 9781430261339

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