Red-blooded risk the secret history of Wall Street

An innovative guide that identifies what distinguishes the best financial risk takers from the rest From 1987 to 1992, a small group of Wall Street quants invented an entirely new way of managing risk to maximize success: risk management for risk-takers. This is the secret that lets tiny quantitativ...

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Detalles Bibliográficos
Autor principal: Brown, Aaron, 1956- (-)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Hoboken, NJ : Wiley 2011.
Edición:1st edition
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627992806719
Descripción
Sumario:An innovative guide that identifies what distinguishes the best financial risk takers from the rest From 1987 to 1992, a small group of Wall Street quants invented an entirely new way of managing risk to maximize success: risk management for risk-takers. This is the secret that lets tiny quantitative edges create hedge fund billionaires, and defines the powerful modern global derivatives economy. The same practical techniques are still used today by risk-takers in finance as well as many other fields. Red-Blooded Risk examines this approach and offers valuable advice for the
Notas:Description based upon print version of record.
Descripción Física:1 online resource (431 p.)
Bibliografía:Includes bibliographical references and index.
ISBN:9781118140178
9781283273855
9786613273857
9781118140154