Market Tremors: Quantifying Structural Risks in Modern Financial Markets
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Market Tremors: Quantifying Structural Risks in Modern Financial Markets

SKU: 9783030792527

Original price was: ₹5,749.20.Current price is: ₹5,174.28.

Explore the evolving landscape of modern financial markets with “Market Tremors.” Since the Global Financial Crisis, central bank policies, regulatory shifts, and the rise of passive investing have fundamentally altered market structures. This insightful book offers a practical framework for navigating credit, positioning, and liquidity risks in today’s environment. Discover techniques to adjust traditional risk measures like volatility, accounting for unprecedented balance sheet expansion and the breakdown of traditional portfolio theory. Learn how to quantify the impact of large market agents and manage structurally risky markets where realized volatility may be misleading. Essential reading for portfolio managers, asset allocators, risk professionals, and academics seeking to understand and quantify contemporary financial risks.

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Description

  • ISBN-10: 3030792528
  • ISBN-13: 978-3030792527
  • Edition: 2021st
  • Publication date: 15 September 2021
  • Language: English
  • Dimensions: 15.5 x 1.52 x 23.5 cm
  • Print length: 248 pages

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