£86.20

Liquidity Dynamics and Risk Modeling: Navigating Trading and Investment Portfolios Frontiers with Machine Learning Algorithms

Management

Price data last checked 148 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£86 today · cheaper than every other day in the last 8 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 104 days • 104 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 104 days • 6 price levels

Days at Price

Current Price

Price Analysis

Most common price: £113 (55 days, 52.9%)

Price range: £86 - £125

Price levels: 6 different prices over 104 days

Description

This book presents a high-quality contribution to the applications of modern financial algorithms for liquidity risk management and its practical uses and applications to investable portfolios and mutual funds. It brings together the latest thinking on the emerging topic of contemporary liquidity risk estimations and management and includes principles, reviews, examples, and concrete financial markets applications to trading and investment portfolios. Furthermore, it explores research directions of liquidity risk management using modified Liquidity-Adjusted Value-at-Risk (L-VaR) models with the application of machine learning optimization algorithms. The book presents specific self-contained use-cases throughout, showing practical applications of the concepts discussed and providing further directions for researchers and financial markets participants. The book draws practical insights from personal experiences and applies specific examples (with the use of real-world case studies and analysis) about how the modeling techniques and machine learning optimization algorithms could address specific theoretical and practical issues of liquidity risk management and coherent asset allocation in trading and investment portfolios. It will be of interest to researchers, students, and practitioners of risk management, portfolio management, and machine learning.

Product Specifications

Format: hardcover
ASIN: 3031715020
Category: Books > Subjects > Business, Finance & Law > Management
Domain: Amazon UK
Release Date: 10 December 2024
Listed Since: 27 July 2024

Barcode

No barcode data available

Liquidity Dynamics and Risk Modeling: Navigating Trading and Investment Portfolios Frontiers with Machine Learning Algorithms

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Measuring and Managing Liquidity Risk: 554 (The Wiley Finance Series)

Liquidity Risk Management: A Practitioner's Perspective (Wiley Finance)

Marchés financiers - 6e éd - Gestion de portefeuille et des risques: Gestion de portefeuille et des risques

Handbook of Market Risk (Wiley Handbooks in Financial Engineering and Econometrics)

Understanding Risk: The Theory and Practice of Financial Risk Management (Chapman and Hall/CRC Financial Mathematics Series)

The most reliable approach to measure Value at Risk adjusted for market liquidity

The Liquidity Theory of Asset Prices: 382 (The Wiley Finance Series)

Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era

Model Risk In Financial Markets: From Financial Engineering To Risk Management

The Liquidity Risk Management Guide: From Policy to Pitfalls (The Wiley Finance Series)

Machine Learning and Data Sciences for Financial Markets: A Guide to Contemporary Practices

Machine Learning and AI in Finance

Foundations of Global Financial Markets and Institutions (The MIT Press)

The FRTB: Practical Approach to Implementation and Model Risk Management

Liquidity Risk: Managing Asset and Funding Risks (Finance and Capital Markets Series)

Capital Wars: The Rise of Global Liquidity

Financial Markets In Practice: From Post-crisis Intermediation To Fintechs

The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making: 33 (Chapman and Hall/CRC Financial Mathematics Series)

Market Tremors: Quantifying Structural Risks in Modern Financial Markets

Liquidity, Interest Rates & Banking (Financial Institutions and Services)

Contemporary Finance: Money, Risk, and Public Policy (Wiley Finance)

Machine Learning for Risk Calculations: A Practitioner's View (The Wiley Finance Series)

Financial Markets, Money and the Real World

Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications