Greg N. Gregoriou's Books

Operational Risk Toward Basel III

Best Practices and Issues in Modeling, Management, and Regulation

By: Greg N. Gregoriou

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Operational Risk Toward Basel III

Best Practices and Issues in Modeling, Management, and Regulation

By: Greg N. Gregoriou

This book consists of chapters by contributors (well-known professors, practitioners, and consultants from large and well respected money management firms within this area) offering the latest research in the OpRisk area. The chapters highlight how operational risk helps firms survive and prosper by givingreaders the latest, cutting-edge techniques in OpRisk management. Topics discussed include: Basel Accord II, getting ready for the New Basel III, Extreme Value Theory, the new capital requirements and regulations in the banking sector in relation to financial reporting (including developing concepts such as OpRisk Insurance which wasn't a part of the Basel II framework). The book further discussed quantitative and qualitative aspects of OpRisk, as well as fraud and applications to the fund industry.

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Page Count

528

Publisher

John Wiley & Sons

Published Date

ISBN 10

047039014X

ISBN 13

9780470390146

Evaluating Hedge Fund and CTA Performance

Data Envelopment Analysis Approach

By: Greg N. Gregoriou,Joe Zhu

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Evaluating Hedge Fund and CTA Performance

Data Envelopment Analysis Approach

By: Greg N. Gregoriou,Joe Zhu

Introducing Data Envelopment Analysis (DEA) -- a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commmodity trading advisors. Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu. "This book steps beyond the traditional trade-off between single variables for risk and return in the determination of investment portfolios. For the first time, a comprehensive procedure is presented to compose portfolios using multiple measures of risk and return simultaneously. This approach represents a watershed in portfolio construction techniques and is especially useful for hedge fund and CTA offerings." -- Richard E. Oberuc, CEO, Burlington Hall Asset Management, Inc. Chairman, Foundation for Managed Derivatives Research Order your copy today!

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178

Publisher

John Wiley & Sons

Published Date

ISBN 10

0471730041

ISBN 13

9780471730040

Funds of Hedge Funds

Performance, Assessment, Diversification, and Statistical Properties

By: Greg N. Gregoriou

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Funds of Hedge Funds

Performance, Assessment, Diversification, and Statistical Properties

By: Greg N. Gregoriou

With about $450 billion in assets, funds of hedge funds are the most recent darling of investors. While hedge funds carry high risk for the promise of high returns they are designed for the very rich and for large institutional investors such as pension funds. A Fund of Hedge Funds (FOF) spreads investments among a number of hedge funds to reduce risk and provide diversification, while maintaining the potential for higher than average returns. Odds are that some pension fund of yours is invested heavily in these products, and more recently these FOFs have been opened to more and more individual investors in offshore jurisdictions with lower minimum entry levels. Since this is a new and extremely fast-moving financial phenomenon, academic research has just begun in earnest, and this is the first book to present rigorous academic research by some of the leading lights in academic finance, carefully analyzing the broad array of issues involved in FOFs.* With over $450 billion in assets, hedge funds of funds are the darling of investors* First book to present rigorous academic research about funds of funds * Leading lights in academic finance from around the world analyze the broad array of issues involved in funds of funds

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497

Publisher

Elsevier

Published Date

ISBN 10

0080472826

ISBN 13

9780080472829

Hedge Funds

Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation

By: Greg N. Gregoriou,Georges Hübner,Nicolas Papageorgiou,Fabrice D. Rouah

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Hedge Funds

Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation

By: Greg N. Gregoriou,Georges Hübner,Nicolas Papageorgiou,Fabrice D. Rouah

Whether already experienced with hedge funds or just thinking about investing in them, readers need a firm understanding of this unique investment vehicle in order to achieve maximum success. Hedge Funds unites over thirty of the top practitioners and academics in the hedge fund industry to provide readers with the latest findings in this field. Their analysis deals with a variety of topics, from new methods of performance evaluation to portfolio allocation and risk/return matters. Although some of the information is technical in nature, an understanding and applicability of the results as well as theoretical developments are stressed. Filled with in-depth insight and expert advice, Hedge Funds helps readers make the most of this flexible investment vehicle.

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Page Count

487

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118161033

ISBN 13

9781118161036

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

By: Greg N. Gregoriou,Razvan Pascalau

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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

By: Greg N. Gregoriou,Razvan Pascalau

This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.

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Page Count

214

Publisher

Springer

Published Date

ISBN 10

0230295215

ISBN 13

9780230295216

Stock Market Liquidity

Implications for Market Microstructure and Asset Pricing

By: François-Serge Lhabitant,Greg N. Gregoriou

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Stock Market Liquidity

Implications for Market Microstructure and Asset Pricing

By: François-Serge Lhabitant,Greg N. Gregoriou

Brings together today's best financial minds across the world to discuss the issue of liquidity in today's markets. It is often proxied by trade-based measures (such as trading volume, frequency of trading, dollar value of shares trade, etc), order based measures and price impact measures.

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502

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470181699

ISBN 13

9780470181690

Initial Public Offerings (IPO)

An International Perspective of IPOs

By: Greg N. Gregoriou

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Initial Public Offerings (IPO)

An International Perspective of IPOs

By: Greg N. Gregoriou

After the cooling off of IPOs since the dot com bubble, Google has rekindled the fire for IPOs. This IPO reader contains new articles exclusive to this reader by leading academics from around the world dealing with quantitative and qualitative analyses of this increasingly popular and important area of finance. Articles address new methods of IPO performance, international IPOs, IPO evaluation, IPO underwriting, evaluation and bookbuilding. Although numerous articles are technical in nature, with econometric and statistical models, particular attention has been directed towards the understanding and the applicability of the results as well as theoretical development in this area. This reader will assist researchers, academics, and graduate students to further understand the latest research on IPOs.*Interest in IPOs is increasing again after the Google IPO, and IPOs are up significantly from last year*Chapters by well known academics provide an international perspective, describing research results from IPO data in countries spanning the globe*Research is based on real results from IPO data collected over the past 5-7 years

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463

Publisher

Elsevier

Published Date

ISBN 10

0080461670

ISBN 13

9780080461670

International Mergers and Acquisitions Activity Since 1990

Recent Research and Quantitative Analysis

By: Greg N. Gregoriou,Luc Renneboog

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International Mergers and Acquisitions Activity Since 1990

Recent Research and Quantitative Analysis

By: Greg N. Gregoriou,Luc Renneboog

It is now a well-know fact that mergers and acquisitions activity comes in waves. The most recent wave, the 5th takeover wave of the 1990s, was characterized by an unprecedented number of corporate restructurings in terms of mergers and acquisitions (M&As), public-to-private transactions, spin-offs and divestitures, and leveraged recapitalizations. Following the collapse of the stock market in March 2000, M&A activity slumped dramatically, but this pause ended in the second half of 2004 when takeover deals occurred again quite frequently. Indeed, some observers wonder whether the 6th takeover wave has started. The takeover wave in the 1990s was particularly remarkable in terms of size and geographical dispersion. For the first time, Continental European firms were as eager to participate as their US and UK counterparts, and M&A activity in Europe hit levels similar to those experienced in the US. Due to its financial impact and the unprecedented activity in Continental Europe, the 5th takeover wave of the 1990s and recent takeover activity (in biotech, utilities, pharmaceuticals) have triggered a great deal of interesting academic research. This volume brings together a selection of insightful papers. An impressive group of international authors address the following themes: takeover regulation; the cyclical pattern of the M&A markets and probable causes and effects; methods to determine the performance of success of M&A actions; cross border deals; means of payment and its effects; studies of hostile bids; high leverage takeovers and delistings.*A selection of the best and latest quantitative research on M&A activity worldwide*Impressive collection of international authors*Provides important insights and implications for practitioners

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321

Publisher

Elsevier

Published Date

ISBN 10

008054732X

ISBN 13

9780080547329

Venture Capital in Europe

By: Greg N. Gregoriou,Maher Kooli,Roman Kraeussl

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Venture Capital in Europe

By: Greg N. Gregoriou,Maher Kooli,Roman Kraeussl

Until recently, only the United States had an active venture capital market. This is changing rapidly, as many other countries have experienced rapid growth in venture capital financing over the past five years. This book contains new scientific articles showcasing the latest research on venture capital in Europe. Venture capital investment remains a hot topic with portfolio managers, individual investors, academics worldwide. This book examines in detail all the major issues regarding venture capital investment: contracting, financing, regulation, valuation, etc. and identifies new trends in the venture capital arena. Features a foreword by Josh Lerner.*The only book in which academics from around the world present the latest research on venture capital in Europe*Covers all of Europe as well as including overview papers about venture capital industry, public and private venture capital, valuation, financing, contracting, structuring, regulation, etc. *Comprehensive, authoritative coverage

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433

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Elsevier

Published Date

ISBN 10

0080466079

ISBN 13

9780080466071

Handbook of Short Selling

By: Greg N. Gregoriou

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Handbook of Short Selling

By: Greg N. Gregoriou

This comprehensive examination of short selling, which is a bet on stocks declining in value, explores the ways that this strategy drives financial markets. Its focus on short selling by region, its consideration of the history and regulations of short selling, and its mixture of industry and academic perspectives clarify the uses of short selling and dispel notions of its destructive implications. With contributions from around the world, this volume sheds new light on the ways short selling uncovers market forces and can yield profitable trades. Combines academic and professional research on short selling in all major financial markets Emphasizes details about strategies, implementations, regulation, and tax advantages Chapters provide summaries for readers who want up-to-date maps of subject landscapes

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626

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Academic Press

Published Date

ISBN 10

0123877245

ISBN 13

9780123877246

International Corporate Governance After Sarbanes-Oxley

By: Paul Ali,Greg N. Gregoriou

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International Corporate Governance After Sarbanes-Oxley

By: Paul Ali,Greg N. Gregoriou

The Sabanes-Oxley Act has been one of the most significant developments in corporate and securities regulation since the New Deal. This collection of important articles would be a valuable resource for anyone seeking to understand Sabanes-Oxley's far-reaching effects on corporate governance in the United States and elsewhere." —Jesse Fried, coauthor of Pay Without Performance: The Unfulfilled Promise of Executive Compensation and Professor of Law at the University of California, Berkeley "The editors have assembled the latest cutting-edge research on international corporate governance by respected academics in this field. In this handbook, the editors deal with all aspects of the significant legislative changes to corporate governance regulation. It introduces the reader to the new rules that will certainly improve the reliability and the accuracy of disclosures made by corporations. The book comes at the right moment with the recent scandals such as Enron, which will educate all readers especially shareholders of corporate stock." —Komlan Sedzro, Professor of Finance, University of Quebec at Montreal "Today, corporate governance is a topic at the center of public policy debate in most industrialized countries. The range of concerns; the variety of approaches; and their tendency to converge in some areas or diverge in others (not always in the right directions) are emphatically demonstrated by these essays. There is material here of enormous interest for scholars of comparative law and economic regulation. And significantly, the presentation of essays from legal, financial, and regulatory viewpoints demonstrates the growing practical as well as theoretical utility of interdisciplinary work in this area. Professors Ali and Gregoriou are to be warmly congratulated for their skill and initiative in assembling an important publication, as well as for their own contributions to interdisciplinary scholarship." —R. P. Austin, BA, LLM (Sydney), DPhil (Oxon), Supreme Court of New South Wales "This very international collection emphasizes the economic line of descent, while including legal and socio-legal contributions. It fills a very important gap in our empirical knowledge of corporate governance. It is accessible and comprehensive and will greatly assist readers from all relevant disciplines, who are trying to discern the shape of corporate governance as a mature field." —Dimity Kingsford Smith, Professor of Law, University of New South Wales

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405

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118161122

ISBN 13

9781118161128

The VAR Implementation Handbook, Chapter 6 - Value-at-Risk Performance Criterion: A Performance Measure for Evaluating Value-at-Risk Models

By: Greg N. Gregoriou

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The VAR Implementation Handbook, Chapter 6 - Value-at-Risk Performance Criterion: A Performance Measure for Evaluating Value-at-Risk Models

By: Greg N. Gregoriou

The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.

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McGraw Hill Professional

Published Date

ISBN 10

0071732659

ISBN 13

9780071732659

The VAR Implementation Handbook, Chapter 11 - Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital

By: Greg N. Gregoriou

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The VAR Implementation Handbook, Chapter 11 - Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital

By: Greg N. Gregoriou

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McGraw Hill Professional

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ISBN 10

0071732705

ISBN 13

9780071732703

The VAR Implementation Handbook, Chapter 23 - How Investors Face Financial Risk Loss Aversion and Wealth Allocation with Two-Dimensional Individual Utility: A VaR Application

By: Greg N. Gregoriou

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The VAR Implementation Handbook, Chapter 23 - How Investors Face Financial Risk Loss Aversion and Wealth Allocation with Two-Dimensional Individual Utility: A VaR Application

By: Greg N. Gregoriou

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McGraw Hill Professional

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ISBN 10

0071732829

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9780071732826

The VAR Implementation Handbook, Chapter 5 - Plausible Operational Value-at-Risk Calculations for Management Decision Making

By: Greg N. Gregoriou

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The VAR Implementation Handbook, Chapter 5 - Plausible Operational Value-at-Risk Calculations for Management Decision Making

By: Greg N. Gregoriou

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ISBN 10

0071732640

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9780071732642

The VAR Implementation Handbook, Chapter 7 - Explaining Cross-Sectional Differences in Credit Default Swap Spreads: An Alternative Approach Using Value at Risk

By: Greg N. Gregoriou

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The VAR Implementation Handbook, Chapter 7 - Explaining Cross-Sectional Differences in Credit Default Swap Spreads: An Alternative Approach Using Value at Risk

By: Greg N. Gregoriou

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McGraw Hill Professional

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ISBN 10

0071732667

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9780071732666

The VAR Implementation Handbook, Chapter 3 - Applying VaR to Hedge Fund Trading Strategies: Limitations and Challenges

By: Greg N. Gregoriou

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The VAR Implementation Handbook, Chapter 3 - Applying VaR to Hedge Fund Trading Strategies: Limitations and Challenges

By: Greg N. Gregoriou

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0071732624

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9780071732628

The VAR Implementation Handbook, Chapter 14 - A Model to Measure Portfolio Risks in Venture Capital

By: Greg N. Gregoriou

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The VAR Implementation Handbook, Chapter 14 - A Model to Measure Portfolio Risks in Venture Capital

By: Greg N. Gregoriou

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ISBN 10

007173273X

ISBN 13

9780071732734

The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets

By: Greg N. Gregoriou

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The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets

By: Greg N. Gregoriou

Make the post-meltdown markets work for you, using the unparalleled insight of today’s top global investing experts! “This book provides a collection of papers that examine trading execution, technical trading, and trading strategies, as well as algorithms in different markets (equities, forex, fixed income, exchange traded funds, derivatives, and commodities) around the world. This is particularly relevant given the recent explosion in trading volumes.” Tarun Chordia, R. Howard Dobbs Chair in Finance, Goizueta Business School, Emory University “This book uses a number of well-respected authors in the area of asset trading. It provides a comprehensive analysis of trading-related issues covering momentum trading, algorithmic trading, the use of technical trading rules, strategies for ETFs, and the role of trading volume.” Professor John Cotter, Director of the Centre for Financial Markets, University College Dublin School of Business, University College Dublin “The Handbook of Trading is a good reference tool for both practitioners and academics. The contents cover a wide range of topical issues.” Professor Robert McGee, Director of the Center for Accounting, Auditing, and Tax Studies, College of Business Administration, Florida International University About the Book: Given today’s market volatility, even the most advanced investors can be unsure of their next move. Rather than rely on one or two individuals who claim general knowledge on any given investing topic, you need the advice of professionals who have spent their entire careers developing real expertise on more focused sectors of the market. The Handbook of Trading is the only book available that provides just that. Greg N. Gregoriou has amassed forty of the world’s top academics, researchers, and practitioners who explain how to make today’s markets work for you. With this highly technical but ultimately practical guide, you have access to a broad array of trading strategies that will put you light years ahead of the competition—regardless of the state of the market. From technical analysis and momentum trading to algorithmic and FOREX trading, The Handbook of Trading introduces you to techniques and insights never before published, each of which has been rigorously back-tested and analyzed. Chapters include: Performance Leakage and Value Discounts on the Toronto Stock Exchange Lawrence Kryzanowski and Skander Lazrak Trading in Turbulent Markets: Does Momentum Work? Tim A. Herberger and Daniel M. Kohlert Profitability of Technical Trading Rules in an Emerging Market Dimitris Kenourgios and Spyros Papathanasiou Leveraged Exchange-Traded Funds and Their Trading Strategies Narat Charupat The Impact of Algorithmic Trading Models on the Stock Market Ohannes G. Paskelian Applying critical lessons learned from the financial crisis of 2008–2009, the contributors explain how to approach turbulent market environments and adjust your trading methodologies accordingly. The Handbook of Trading is the go-to guide for financial professionals seeking profits in today’s currency, bond, and stock markets. Correlating PowerPoint slides and reading questions created by the contributors appear on http://www.mhprofessional.com/handbookoftrading.

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498

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McGraw Hill Professional

Published Date

ISBN 10

0071743545

ISBN 13

9780071743549

The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets

By: Greg N. Gregoriou,Christian Hoppe,Carsten S. Wehn

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The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets

By: Greg N. Gregoriou,Christian Hoppe,Carsten S. Wehn

Addresses newly exposed weaknesses of financial risk models in the context of market stress scenarios This will be the definitive book for readers looking to improve their approach to modeling financial risk

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529

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McGraw Hill Professional

Published Date

ISBN 10

0071663711

ISBN 13

9780071663717

The VAR Implementation Handbook, Chapter 10 - Value-at-Risk-Based Stop-Loss Trading

By: Greg N. Gregoriou

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The VAR Implementation Handbook, Chapter 10 - Value-at-Risk-Based Stop-Loss Trading

By: Greg N. Gregoriou

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ISBN 10

0071732691

ISBN 13

9780071732697

The VAR Implementation Handbook, Chapter 20 - Model Risk in VAR Calculations

By: Greg N. Gregoriou

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The VAR Implementation Handbook, Chapter 20 - Model Risk in VAR Calculations

By: Greg N. Gregoriou

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McGraw Hill Professional

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ISBN 10

0071732799

ISBN 13

9780071732796

Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers

By: Greg N. Gregoriou,Paul U. Ali

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Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers

By: Greg N. Gregoriou,Paul U. Ali

The world’s leading financial thinkers share their insights into the latest developments in credit derivatives In The Credit Derivatives Handbook, some of the world's sharpest financial and legal minds come together to discuss how credit derivatives have evolved from tools restricted to the banking industry into flexible and customizable instruments used by investors of all kinds. You will come away with the knowledge and insight needed to measure and value risk, as well as the ability to put credit derivatives to work. Over fifteen contributors provide in-depth analyses of subjects in their respective areas of expertise, such as: Key products, applications, and typical trades, hedging and credit structuring Pricing of credit default swaps and synthetic CDOs Design of synthetic CDOs Copula models, with illustrative examples Credit derivatives in investment portfolios Opportunities for structuring credit derivatives in accordance with Islamic finance Comprehensive in scope but executed in meticulous detail, The Credit Derivatives Handbook provides a complete, global perspective of what the editors consider “one of the most important financial innovations of recent times.”

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435

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McGraw Hill Professional

Published Date

ISBN 10

0071549536

ISBN 13

9780071549530

Corporate Governance and Regulatory Impact on Mergers and Acquisitions

Research and Analysis on Activity Worldwide Since 1990

By: Greg N. Gregoriou,Luc Renneboog

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Corporate Governance and Regulatory Impact on Mergers and Acquisitions

Research and Analysis on Activity Worldwide Since 1990

By: Greg N. Gregoriou,Luc Renneboog

Corporate Governance and regulatory presssures have been much in the news lately. How they affect the bottom line of corporations has been difficult to quantify, and research is just beginning to be published that addresses this crucial question. This book is the first collection for new research about the impact of takeover regulation and corporate governance on M&A financial results. It will be essential reading to any M&A specialist, an investment banker, a hedge fund manager, a private equity director, or a venture capitalist. Also a must read for financial analysts who follow M&A targets. The book presents research from around the world so it provides a global perspective on this important topic.*The first and only book of research on takeover regulation and corporate governance affecting M&A results*Stands out from all the "How to" books on M&A and M&A disaster books because it provides solid high-quality research on what works and how different decisions affect company and shareholder value*Research provides a guideline for decisionmakers in investment banks, private equity companies, and for financial analysts

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304

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Elsevier

Published Date

ISBN 10

0080549322

ISBN 13

9780080549323

Handbook of Short Selling

By: Greg N. Gregoriou

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Handbook of Short Selling

By: Greg N. Gregoriou

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626

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Academic Press

Published Date

ISBN 10

0123877245

ISBN 13

9780123877246

Funds of Hedge Funds

Performance, Assessment, Diversification, and Statistical Properties

By: Greg N. Gregoriou

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Funds of Hedge Funds

Performance, Assessment, Diversification, and Statistical Properties

By: Greg N. Gregoriou

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497

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Elsevier

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ISBN 10

0080472826

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9780080472829

Initial Public Offerings (IPO)

An International Perspective of IPOs

By: Greg N. Gregoriou

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Initial Public Offerings (IPO)

An International Perspective of IPOs

By: Greg N. Gregoriou

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463

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Elsevier

Published Date

ISBN 10

0080461670

ISBN 13

9780080461670

The VAR Implementation Handbook

By: Greg N. Gregoriou

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The VAR Implementation Handbook

By: Greg N. Gregoriou

[flap] For investors, risk is about the odds of losing money, and Value at Risk (VaR) is grounded in that common-sense fact. VAR modeling answers, “What is my worst-case scenario?” and “How much could I lose in a really bad month?” However, there has not been an effective guidebook available to help investors and financial managers make their own VaR calculations--until now. The VaR Implementation Handbook is a hands-on road map for professionals who have a solid background in VaR but need the critical strategies, models, and insights to apply their knowledge in the real world. Heralded as “the new science of risk management,” VaR has emerged as the dominant methodology used by financial institutions and corporate treasuries worldwide for estimating precisely how much money is at risk each day in the financial markets. The VaR Implementation Handbook picks up where other books on the subject leave off and demonstrates how, with proper implementation, VaR can be a valuable tool for assessing risk in a variety of areas-from equity to structured and operational products. This complete guide thoroughly covers the three major areas of VaR implementation--measuring, modeling risk, and managing--in three convenient sections. Savvy professionals will keep this handbook at their fingertips for its: Reliable advice from 40 recognized experts working in universities and financial institutions around the world Effective methods and measures to ensure that implemented VaR models maintain optimal performance Up-to-date coverage on newly exposed areas of volatility, including derivatives Real-world prosperity requires making informed financial decisions. The VaR Implementation Handbook is a step-by-step playbook to getting the most out of VaR modeling so you can successfully manage financial risk.

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562

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McGraw Hill Professional

Published Date

ISBN 10

0071615148

ISBN 13

9780071615143

Handbook of High Frequency Trading

By: Greg N. Gregoriou

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Handbook of High Frequency Trading

By: Greg N. Gregoriou

This comprehensive examination of high frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the marketplace. In 25 chapters, researchers probe the intricate nature of high frequency market dynamics, market structure, back-office processes, and regulation. They look deeply into computing infrastructure, describing data sources, formats, and required processing rates as well as software architecture and current technologies. They also create contexts, explaining the historical rise of automated trading systems, corresponding technological advances in hardware and software, and the evolution of the trading landscape. Developed for students and professionals who want more than discussions on the econometrics of the modelling process, The Handbook of High Frequency Trading explains the entirety of this controversial trading strategy. - Answers all questions about high frequency trading without being limited to mathematical modelling - Illuminates market dynamics, processes, and regulations - Explains how high frequency trading evolved and predicts its future developments

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495

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Academic Press

Published Date

ISBN 10

0128023627

ISBN 13

9780128023624

Operational Risk Toward Basel III

Best Practices and Issues in Modeling, Management, and Regulation

By: Greg N. Gregoriou

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Operational Risk Toward Basel III

Best Practices and Issues in Modeling, Management, and Regulation

By: Greg N. Gregoriou

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453

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John Wiley & Sons

Published Date

ISBN 10

0470451890

ISBN 13

9780470451892

Corporate Governance and Regulatory Impact on Mergers and Acquisitions

Research and Analysis on Activity Worldwide Since 1990

By: Greg N. Gregoriou,Luc Renneboog

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Corporate Governance and Regulatory Impact on Mergers and Acquisitions

Research and Analysis on Activity Worldwide Since 1990

By: Greg N. Gregoriou,Luc Renneboog

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304

Publisher

Elsevier

Published Date

ISBN 10

0080549322

ISBN 13

9780080549323

The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets

By: Greg N. Gregoriou

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The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets

By: Greg N. Gregoriou

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498

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McGraw Hill Professional

Published Date

ISBN 10

0071743545

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9780071743549

The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management

By: Greg N. Gregoriou

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The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management

By: Greg N. Gregoriou

Value-at-Risk (VaR) is a powerful tool for assessing market risk in real time—a critical insight when making trading and hedging decisions. The VaR Modeling Handbook is the most complete, up-to-date reference on the subject for today’s savvy investors, traders, portfolio managers, and other asset and risk managers. Unlike market risk metrics such as the Greeks, or beta, which are applicable to only certain asset categories and sources of market risk, VaR is applicable to all liquid assets, making it a reliable indicator of total market risk. For this reason, among many others, VaR has become the dominant method for estimating precisely how much money is at risk each day in the financial markets. The VaR Modeling Handbook is a profound volume that delivers practical information on measuring and modeling risk specifically focused on alternative investments, banking, and the insurance sector. The perfect primer to The VaR Implementation Handbook (McGraw- Hill), this foundational resource features The experience of 40 internationally recognized experts Useful perspectives from a wide range of practitioners, researchers, and academics Coverage on applying VaR to hedge fund strategies, microcredit loan portfolios, and economic capital management approaches for insurance companies Each illuminating chapter in The VaR Modeling Handbook presents a specific topic, complete with an abstract and conclusion for quick reference, as well as numerous illustrations that exemplify covered material. Practitioners can gain in-depth, cornerstone knowledge of VaR by reading the handbook cover to cover or take advantage of its user-friendly format by using it as a go-to resource in the real world. Financial success in the markets requires confident decision making, and The VaR Modeling Handbook gives you the knowledge you need to use this state-of-the-art modeling method to successfully manage financial risk.

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418

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McGraw Hill Professional

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ISBN 10

0071713646

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9780071713641

Book's by Greg N. Gregoriou

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