Descargar EBOOK Stochastic drawdowns autor HONGZHONG ZHANG gratis online

Descargar EBOOK Stochastic drawdowns autor HONGZHONG ZHANG gratis online Título Del Libro: Stochastic drawdowns
El autor del libro: HONGZHONG ZHANG
El editor: No data
ISBN 13: 9789813141636
Idioma del libro: ES
El formato de libro: PDF, Epub, Doc, Txt
El tamaño del archivo: 531 Kb

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Stochastic Drawdowns consists of some recent advances on Dr Hongzhong Zhang',s own quantitative research of the well-known risk measures, drawdowns and maximum drawdowns. In this book, the author provides an extensive probabilistic study of different aspects of drawdown risks, which include the drawdown risk in finite time-horizons, the speed of market crashes (drawdowns), the frequency of drawdowns, the occupation time (time in distress), and the duration of drawdowns. Leveraging the knowledge in stochastic calculus, Lé,vy processes and optimal stopping, these topics can be considered as problems in advanced applied stochastic processes, and insurance/financial mathematics.The book also offers a number of applications of drawdowns in financial risk management, insurance, and algorithmic trading, including schemes on hedging and synthesizing of maximum drawdown options, (cancellable) drawdown insurance contracts and their fair premium, as well as optimal trading under drawdown-type constraints such as trailing stops.It is the goal of this book to offer a comprehensive characterization of drawdown risks and a handful of applications of drawdown in practice. On the one hand, the book enables interested students and researchers to learn the state-of-art probabilistic research on drawdowns, and explore new mathematical problems that are of practical importance to the financial industry. On the other hand, the book provides financial practitioners with access to a variety of analytically tractable measurements of drawdown risks, and the insight into hedging, optimal trading and execution amid challenges of these risks._,

El autor es HONGZHONG ZHANG escribió un interesante libro titulado Stochastic drawdowns. El libro de la publicó la editorial No data, y en este momento por el libro de Stochastic drawdowns PDF ISBN (9789813141636) es necesario pagar 117.95 euros por copia. Sin embargo, en nuestro sitio, Le ofrecemos descargar el libro Stochastic drawdowns EPUB y otros formatos totalmente gratis para leer en el ordenador u otros dispositivos electrónicos. Con nosotros usted puede encontrar otros libros del autor HONGZHONG ZHANG, que te pueden gustar, igual que el libro de Stochastic drawdowns EPUB. Únete a nuestra comunidad y recibe gratis el libro de Stochastic drawdowns EPUB y otros, no menos interesantes de la edición.

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Descargar EBOOK Stochastic drawdowns autor HONGZHONG ZHANG gratis online

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