Assuming that the reader has knowledge of the principles and methods of understanding volatility measurement, this book provides a survey of ways to measure risk and define the different models of volatility and return.[...]
Provides an insight into the landscape of portfolio optimization. This work highlights a global view of common optimization issues. It emphasizes the research and market challenges of optimization software while avoiding sales pitches.[...]
Quantitative methods have revolutionised the area of trading, risk management, portfolio construction, asset pricing and treasury activities, and governmental activity such as central banking. This work assists in understanding asset return distributions. It provides an overview of financial risk ma[...]