Risk management in trading : (Record no. 65018)
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| 001 - CONTROL NUMBER | |
| control field | sulb-eb0033366 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | BD-SySUS |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20170713221404.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140411s2014 nju o 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2014014612 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | DLC |
| Modifying agency | YDX |
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| 019 ## - | |
| -- | 905245048 |
| -- | 922951657 |
| -- | 961578886 |
| -- | 962612050 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118772850 |
| Qualifying information | electronic bk. |
| International Standard Book Number | 1118772857 |
| Qualifying information | electronic bk. |
| International Standard Book Number | 9781118772843 |
| Qualifying information | electronic bk. |
| International Standard Book Number | 1118772849 |
| Qualifying information | electronic bk. |
| Canceled/invalid ISBN | 9781118768587 (hardback) |
| Canceled/invalid ISBN | 9781118819692 |
| Canceled/invalid ISBN | 1118819691 |
| Canceled/invalid ISBN | 1118768582 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBSZ |
| System control number | 408643919 |
| OCLC library identifier | NZ1 |
| System control number | 15753469 |
| OCLC library identifier | NZ1 |
| System control number | 15906991 |
| OCLC library identifier | CHVBK |
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| OCLC library identifier | CHBIS |
| System control number | 010442134 |
| OCLC library identifier | DEBBG |
| System control number | BV042682896 |
| OCLC library identifier | DEBBG |
| System control number | BV042741877 |
| OCLC library identifier | DEBSZ |
| System control number | 44658097X |
| OCLC library identifier | DEBBG |
| System control number | BV043610196 |
| OCLC library identifier | DEBBG |
| System control number | BV043396890 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)881387612 |
| Canceled/invalid control number | (OCoLC)905245048 |
| -- | (OCoLC)922951657 |
| -- | (OCoLC)961578886 |
| -- | (OCoLC)962612050 |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | CL0500000570 |
| Source of stock number/acquisition | Safari Books Online |
| Stock number | 15BF4664-BF5C-4C24-A841-1CB6CDCD233B |
| Source of stock number/acquisition | OverDrive, Inc. |
| Note | http://www.overdrive.com |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HD61 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 027000 |
| Source | bisacsh |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.64/524 |
| Edition number | 23 |
| 084 ## - OTHER CLASSIFICATION NUMBER | |
| Classification number | BUS017000 |
| Number source | bisacsh |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Edwards, Davis W. |
| 245 10 - TITLE STATEMENT | |
| Title | Risk management in trading : |
| Remainder of title | techniques to drive profitability of hedge funds and trading desks / |
| Statement of responsibility, etc. | Davis Edwards. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Hoboken : |
| Name of producer, publisher, distributor, manufacturer | Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2014. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley finance series |
| 500 ## - GENERAL NOTE | |
| General note | Includes index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | "A comprehensive resource for understanding how to minimize risk and increase profits In this accessible resource, Wall Street trader and quantitative analyst Davis W. Edwards offers a definitive guide for nonprofessionals which describes the techniques and strategies seasoned traders use when making decisions. Risk Management in Trading includes an introduction to hedge fund and proprietary trading desks and offers an in-depth exploration on the topic of risk avoidance and acceptance. Throughout the book Edwards explores the finer points of financial risk management, shows how to decipher the jargon of professional risk-managers, and reveals how non-quantitative managers avoid risk management pitfalls.Avoiding risk is a strategic decision and the author shows how to adopt a consistent framework for risk that compares one type of risk to another. Edwards also stresses the fact that any trading decision that isn't based on the goal of maximizing profits is a decision that should be strongly scrutinized. He also explains that being familiar with all the details of a transaction is vital for making the right investment decision. Offers a comprehensive resource for understanding financial risk management Includes an overview of the techniques and tools professionals use to control risk Shows how to transfer risk to maximize results Written by Davis W. Edwards, a senior manager in Deloitte's Energy Derivatives Pricing Center Risk Management in Trading gives investors a hands-on guide to the strategies and techniques professionals rely on to minimize risk and maximize profits"-- |
| Assigning source | Provided by publisher. |
| 500 ## - GENERAL NOTE | |
| General note | Machine generated contents note: Preface Chapter 1: Trading and Hedge Funds Chapter 2: Financial Markets Chapter 3: Financial Mathematics Chapter 4: Backtesting and Trade Forensics Chapter 5: Mark to Market Chapter 6: Value-at-Risk Chapter 7: Hedging Chapter 8: Options, Greeks, and Non-Linear Risks Chapter 9: Credit Value Adjustments (CVA) Afterword Answer Key About the Author Index . |
| 588 ## - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Description based on print version record and CIP data provided by publisher. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Series; Title Page; Copyright; Dedication; Preface; CHAPTER 1 Trading and Hedge Funds; Overview of Book; Trading Desks; Hedge Funds; Hedge Funds Today; Strategies; Fund of Funds; Risk Management; Risk and Trading Decisions; Trading; Making a Trade; Trades; Markets; Market and Limit Orders; Order Lifespan; Trading Positions; Prices; Managing Trading Risk; What is Risk?; Risk and Reward; Monitoring Risk; Managing Risk; Test Your Knowledge; CHAPTER 2 Financial Markets; Financial Instruments; Real Assets; Financial Assets; Derivatives; Commodity Spot Market; Equities (Stocks) |
| Formatted contents note | Bonds (Fixed Income, Debt)Currencies (Foreign Exchange); Forwards and Commodity Swaps; Futures; Interest Rate Swaps; Options; Test Your Knowledge; CHAPTER 3 Financial Mathematics; Overview; Variables and Functions; Random Numbers; Statistics; Mean, Median, and Mode; Variance and Volatility; Skew and Kurtosis; Random Walks (Stochastic Processes); Mean Reversion; Correlation; Diversification; Normal Distributions; Log-Normal Distributions; Calculus; Functions; First Derivative; Calculus Integration; Calculus Derivatives; Calculus Taylor Series; Time Value of Money; Test Your Knowledge |
| Formatted contents note | CHAPTER 4 Backtesting and Trade ForensicsSystematic Trading; Data Validation; Strategy Testing; Transaction Costs and Slippage; Monte Carlo Testing; Model Risk; Comparing Strategies; Combining Strategies; Trade Surveillance; Test Your Knowledge; Profits and Losses; Market Price; Market Liquidity and Mark to Market; MTM and Market Crashes; MTM Accounting; Highest and Best Use; Fair Value Hierarchy; Efficient Markets; Dominant Traders; Test Your Knowledge; Position Limits; What is Value-At-Risk?; Trading Limits; Percent Returns; Parametric VAR; Estimating Volatility for Parametric VAR |
| Formatted contents note | Calculating Portfolio VARVariance/Covariance Matrix; Non-Parametric VAR; VAR Limits in Practice; The Misuse of VAR; Test Your Knowledge; CHAPTER 7 Hedging; Hedging; How is Hedging Used?; Hedging Costs Money; Minimum Variance Hedge Ratio; Mismatched Cash Flows; Hedge Effectiveness Testing; Hedge-Accounting Memo; Regression Tests; Logarithmic Returns; Test Your Knowledge; CHAPTER 8 Options, Greeks, and Non-Linear Risks; Options; Greeks; The Value of Options; Black Scholes Formula; Delta; Gamma; Relationship Between Put/Call Parity and Gamma; Theta; Vega; Rho and Phi; Test Your Knowledge |
| Formatted contents note | CHAPTER 9 Credit Value Adjustments (CVA)Trading is a Social Activity; Credit Risk; Exposure at Default (EAD); Loss Given Default (LGD); Probability of Default (PD); Correlation Between PD and LGD; Credit Limits and Counterparty Exposure; Current Exposure and Potential Future Exposure; Calculating a Credit Value Adjustment; Multi-Period CVA Calculation; Settlement Risk; Test Your Knowledge; Afterword; Answer Key; Chapter 1; Chapter 2; Chapter 3; Chapter 4; Chapter 5; Chapter 6; Chapter 7; Chapter 8; Chapter 9; About the Author; Index; End User License Agreement |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management. |
| Topical term or geographic name as entry element | Investment banking. |
| Topical term or geographic name as entry element | Hedge funds. |
| Topical term or geographic name as entry element | BUSINESS & ECONOMICS / Corporate Finance. |
| Source of heading or term | bisacsh |
| Topical term or geographic name as entry element | Hedge funds. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst00954442 |
| Topical term or geographic name as entry element | Investment banking. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst00978200 |
| Topical term or geographic name as entry element | Risk management. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst01098164 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Edwards, Davis W. |
| Title | Risk management in trading |
| Place, publisher, and date of publication | Hoboken : Wiley, 2014 |
| International Standard Book Number | 9781118768587 |
| Record control number | (DLC) 2014005542 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley finance series. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://onlinelibrary.wiley.com/book/10.1002/9781118819692">http://onlinelibrary.wiley.com/book/10.1002/9781118819692</a> |
| Public note | Wiley Online Library [Free Download only for SUST IP] |
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