Multi-asset risk modeling :

Glantz, Morton.

Multi-asset risk modeling : techniques for a global economy in an electronic and algorithmic trading era / Morton Glantz, Robert Kissell. - Amsterdam : Academic Press, 2014. - xxvii, 516 p : ill ; 25 cm.

Includes bibliographical references and index.

9780124016903


Risk management.--Mathematical models.
Investments.
Portfolio management.--Statistical methods.
Investment analysis.
Risk management.



332.63 / GLA