All ebooks by Malcolm Kemp in PDF and EPUB
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All ebooks by Malcolm Kemp in PDF and EPUB


2  Book(s)
Download this eBook Extreme Events
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Extreme Events


Malcolm Kemp


Taking due account of extreme events when constructing portfolios of assets or liabilities is a key discipline for market professionals. Extreme events are a fact of life in how markets operate. In Extreme Events: Robust Portfolio Construction in the Presence of Fat...

Publication date: 2011-10-04
Format: PDF, ePub
Publisher: Wiley
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£51,68
Download this eBook Market Consistency
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Market Consistency


Malcolm Kemp


Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Imperfect Markets, leading expert Malcolm Kemp shows readers how they can best incorporate market consistency across all...

Publication date: 2009-09-10
Format: PDF, ePub
Publisher: Wiley
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£52,74

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