Hari P. Krishnan: Market Tremors

Cover: 9783030792527 | Market Tremors | Hari P. Krishnan (u. a.) | Taschenbuch | xv | 2021

Rückseite: 9783030792527 | Market Tremors | Hari P. Krishnan (u. a.) | Taschenbuch | xv | 2021

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Beschreibung

Provides a consistent framework for dealing with credit and positioning risk

Includes practitioner examples and techniques for adjusting traditional risk measures

Applies Mean Field Theory to reduce the dimensionality of the problem dramatically

Provides a consistent framework for dealing with credit and positioning risk

Includes practitioner examples and techniques for adjusting traditional risk measures

Applies Mean Field Theory to reduce the dimensionality of the problem dramatically

Über den Autor

Hari P. Krishnan is head of volatility strategies at SCT Capital in New York. He was formerly a portfolio manager at Doherty Advisors in New York, a fund manager at CrossBorder Capital in London, an executive director at Morgan Stanley focused on asset allocation, and an options trading strategist for a market-making firm at the CBOE. He was a research scientist at the Columbia Earth Institute after receiving a PhD in applied math from Brown University and a BA in math from Columbia University.
Ash Bennington is Senior Editor & Crypto Editor at Real Vision, where he covers finance, investing, and economics, with a particular focus on blockchain and digital assets. Prior to joining Real Vision, he ran CoinDesk's market coverage. Ash is a former CNBC reporter, and served as Editor-in-Chief of Nouriel Roubini's Macro Economics Blog 'Roubini EconoMonitor with Ash Bennington'. His work has appeared in Business Insider, The Christian ScienceMonitor, ZeroHedge, The Observer, and Yahoo Finance.

Zusammenfassung

Provides a consistent framework for dealing with credit and positioning risk

Includes practitioner examples and techniques for adjusting traditional risk measures

Applies Mean Field Theory to reduce the dimensionality of the problem dramatically

Inhaltsverzeichnis

Chapter 1: Introduction.- Chapter 2: Financial Networks in the Presence of a Dominant Agent.- Chapter 3: Exchange-Traded Products as a Source of Network Risk.- Chapter 4: The VIX "Volmaggedon", with Exchange-Traded Notes Destabilizing the Market.- Chapter 5: Liquidity Fissures in the Corporate Bond Markets.- Chapter 6: Market Makers, Stabilizing or Disruptive?.- Chapter 7: The Elephants in the Room: Banks and the "Almighty" Central Bank.- Chapter 8: Playing Defense and Attack in the Presence of a Dominant Agent.

Details

Erscheinungsjahr:	2021
Fachbereich:	Betriebswirtschaft
Genre:	Recht , Sozialwissenschaften , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
Inhalt:	xv 248 S. 10 s/w Illustr. 104 farbige Illustr. 248 p. 114 illus. 104 illus. in color.
ISBN-13:	9783030792527
ISBN-10:	3030792528
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Krishnan, Hari P. Bennington, Ash
Auflage:	1st edition 2021
Hersteller:	Springer Springer International Publishing AG
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 15 mm
Von/Mit:	Hari P. Krishnan (u. a.)
Erscheinungsdatum:	15.09.2021
Gewicht:	0,406 kg