Market Risk Management for Hedge Funds

This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis. It will present the fundamentals of quantitative risk measures by analysing the range of Value-at-Risk (VaR) models used today, addressing the robustness of each model, and looking at new risk measures available to more effectively manage risk in a hedge fund portfolio.

Robustness Development and Reliability Growth

This book integrates key tools and processes into a comprehensive program for developing more robust and reliable technology-based products. Drawing on their extensive product development experience, the authors present a complete process for ensuring product performance throughout the entire lifecycle, from understanding customers’ needs through manufacturing and post-launch support.