perspective of trading, risk management and quantitative research functions and written by a practitioner with many years …. Coverage includes: Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and …1.1. Clearing and settlement -- 1.2. About Risk -- 1.3. Credit and Counterparty Risk -- 1.4. Settlement Risk -- 1 …

for financial markets. Developed from notes from the author’s many years in quantitative risk management and modeling … and exotic mathematical finance applications for trading and risk management, combining rigorous theory with real market … application. Volume I - Equity Derivatives Markets, Valuation and Risk Management. Coverage includes: The fundamentals of …

result in a reduction in expected costs and equivalence premiums. However, due to the different impact of longevity risk on …, time restrictions reduce the duration of the provider’s liability, which should therefore be less exposed to financial risk … time frames for life annuity arrangements, first addressing longevity risk only, and then including also financial risk …

This book offers a one-stop resource for performing quantitative risk analyses. The authors provide practical case … studies along with detailed instruction and illustration of the features of ModelRisk, the most advanced risk modeling … Models -- Chapter 2: Basic Monte Carlo Simulation in Spreadsheets -- Chapter 3: Modeling with Objects -- Chapter 4: Selecting …