Quantitative methods have revolutionized the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and go

Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching

From Ron Dembo, advisor to leading banks and hedge funds, and Daniel Stoffman, co-author of the revolutionary bestseller Boom, Bust and Echo, Upside, Downside i

The prediction of the valuation of the “quality” of firm accounting disclosure is an emerging economic problem that has not been adequately analyzed in the

This paper predicts downside risks to future real house price growth (house-prices-at-risk or HaR) in 32 advanced and emerging market economies. Through a macro