Все книги автора Malcolm Kemp
Найдено 2 книг
Market Consistency. Model Calibration in Imperfect Markets
Market Consistency. Model Calibration in Imperfect Markets
Achieving market consistency can be challenging, even for the most established finance practitioners...
Extreme Events. Robust Portfolio Construction in the Presence of Fat T...
Extreme Events. Robust Portfolio Construction in the Presence of Fat Tails
Taking due account of extreme events when constructing portfolios of assets or liabilities is a key...