… Francois-Serge L’habitant’s two other successful hedge fund books. This book features
up-to-date regulatory and historical information, new case studies and trade examples, detailed …

" An excellent and comprehensive source of information on hedge funds! From a quantitative
view Lhabitant has done it once again by meticulously looking at the important topics in the …

The last decades have seen the development of a profusion of theoretical models of the term
structure of interest rates. The aim of this survey is to provide a comprehensive review of …

This article provides a brief introduction to risk management. It discusses the rationale for
risk management for corporations, with a strong focus on financial risk management. It …

… © ISTE Press Ltd 2017 The rights of François-Serge Lhabitant to be identified as the
author of this work have been asserted by him in accordance with the Copyright, Designs and …

The author suggests an empirical model to analyze the investment style of individual hedge
funds and fund of funds. This approach is based on a mixture of the style analysis approach …

Authoritative, up-to-date research and analysis that provides a dramatic new understanding
of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an …

Market microstructure, the study of financial market frictions at a micro level, helps us refine
our understanding of what may be driving market liquidity and provides tools to investors of …

Model risk is becoming an increasingly important concept not only in® nancial valuation but
also for risk management issues and capital adequacy purposes. Model risk arises as a …

The advent of fast and affordable computers has encouraged the development of program
trading in the 1980s and later on, electronic trading and algorithmic trading in the 1990s. …