Malcolm Kemp: 3 books
Extreme Events
Robust Portfolio Construction in the Presence of Fat Tails
Language: English
Release Date: October 4, 2011
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 Tails, leading expert Malcolm...
Market Consistency
Model Calibration in Imperfect Markets
Language: English
Release Date: September 10, 2009
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 disciplines. Building on the author's...
Systemic Risk
A Practitioner's Guide to Measurement, Management and Analysis
Language: English
Release Date: August 11, 2017
Systemic Risk provides readers with a wide-ranging practical guide to systemic risk in the financial system. It challenges the notion that systemic risk is exclusively about interconnectivities within the financial system, showing that past systemic risk crises have often involved a broader range...