Lessons from the financial crisis : insights from the defining economic event of our lifetime /
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| Format: | Book |
| Language: | English |
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London :
Risk Books,
c2010.
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Table of Contents:
- The credit crunch of 2007 : What went wrong? Why? What lessons can be learned?
- Underwriting versus economy : a new approach to decomposing mortgage losses
- The shadow banking system and Hyman Minsky's economic journey
- The collapse of the Icelandic banking system
- The Quant crunch experience and the future of quantitative investing
- No margin for error : the impact of the credit crisis on derivatives markets
- The re-emergence of distressed exchanges in corporate restructurings
- Modelling systematic and sovereign risks
- Measuring and managing risk in innovative financial instruments
- Forecasting extreme risk of equity portfolios with fundamental factors
- Limits of implied credit correlation metrics before and during the crisis
- Another view on the pricing of MBSs, CMOs and CDOs of ABSs
- Pricing of credit derivatives with and without counterparty and collateral adjustments
- A practical guide to Monte Carlo CVA
- The endogenous dynamics of markets : price impact, feedback loops and instabilities
- Market panics : correclation dynamics, dispersion and tails
- Financial complexity and systemic stability in trading markets
- The Martingale theory of bubbles : implications for the valuation of derivatives and detecting bubbles
- Managing through a crisis : practical insights and lessons learned for quantitatively managed equity portfolios
- Active risk management : a credit investor's perspective
- Investment stategy returns : volitility, asymmetry, fat tails and the nature of Alpha.