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{ "item_title" : "Quantitative Risk Analytics in Banking and Derivative Trading", "item_author" : [" Yiming Ding "], "item_description" : "This book offers a comprehensive guide to quantitative risk analytics in the banking industry, especially about derivatives trading.It starts with a general introduction to banking business and financial products as well as their pricing models. Then it explains how the banking business and trading products leads to a wide range of financial risks and how to use advanced quantitative risk models plus complex risk measures (e.g. PFE, xVA and regulatory capital) to quantify them. Then it continues to describe the regulatory guidance and latest market reforms in banking and derivatives trading. At the end, the book explains why a solid banking risk infrastructure is critical to quantitative risk analytics and how to implement one.This book is written from a risk practitioner's perspective and pays close attention to industry's best practices. It has equal focus on both theoretical concepts and their practical applications. In particular, the book uses plain language and simple examples to explain how the basic mathematical and statistical concepts have made their way from academic textbooks to day-to-day risk management and quantitative risk analytics.", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/9/79/868/731/9798687317856_b.jpg", "price_data" : { "retail_price" : "95.00", "online_price" : "95.00", "our_price" : "95.00", "club_price" : "95.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Quantitative Risk Analytics in Banking and Derivative Trading|Yiming Ding

Quantitative Risk Analytics in Banking and Derivative Trading

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Overview

This book offers a comprehensive guide to quantitative risk analytics in the banking industry, especially about derivatives trading.It starts with a general introduction to banking business and financial products as well as their pricing models. Then it explains how the banking business and trading products leads to a wide range of financial risks and how to use advanced quantitative risk models plus complex risk measures (e.g. PFE, xVA and regulatory capital) to quantify them. Then it continues to describe the regulatory guidance and latest market reforms in banking and derivatives trading. At the end, the book explains why a solid banking risk infrastructure is critical to quantitative risk analytics and how to implement one.This book is written from a risk practitioner's perspective and pays close attention to industry's best practices. It has equal focus on both theoretical concepts and their practical applications. In particular, the book uses plain language and simple examples to explain how the basic mathematical and statistical concepts have made their way from academic textbooks to day-to-day risk management and quantitative risk analytics.

This item is Non-Returnable

Details

  • ISBN-13: 9798687317856
  • ISBN-10: 9798687317856
  • Publisher: Independently Published
  • Publish Date: September 2020
  • Dimensions: 11.02 x 8.5 x 0.98 inches
  • Shipping Weight: 2.47 pounds
  • Page Count: 488

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