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Omega : Functions And Metrics By: Con Keating, William F. Shadwick Normal price: 47.5 Our price: 45.13 + postage Bargain: save £2.37 ! Product code: 21647 ISBN: 1901912051 176 pages Format: Hb Published by: Gilmour Drummond Publishing, 2006, 1st edition There are no reviews available for this book

Description of Omega : Functions And Metrics

A work which will bring Omega to the very forefront of available tools for working on probability and variance in financial markets analysis. No analyst or fund manager will want to be unfamiliar with the techniques that an understanding of Omega will place at their disposal. This ground-breaking new book is set to become a seminal work for financial analysts. There is a compelling requirement for risk and the prediction of downside to be at the centre of investment strategy. Accuracy in the assessment of mathematical moment and trend lines lies within the pages of this book. With many fund managers, trading houses and banks offering similar products and services, this offers competitive methodology and tools not to be ignored. It pays to use them - it is risky not to.

Omega : Functions And Metrics - Chapter headings

- Introduction to Omega - Measuring Investment Performance, An Overview - Challenges of Asymmetric Returns - Assessing the Risk/Reward Trade offs - Making Optimal Allocations to Portfolios, Risk Capital, and Bonus Pool - Re-balancing and Hedging Effectively - Absolute and Asymmetric Returns - How Do 20th Century Tools Stack Up - Markowitz, Sharpe, Sortino Ratios, Ad Hoc 3 and 4 Moments Methods - Omega Function and Cumulative Distribution Functions - How to Use Omega - Ranking Investments and Omega Metrics - Omega Scores and Terminal Values - Conclusions, Appendices and Index

Authobiography of Con Keating, William F. Shadwick

Con Keating is a financial analyst who, prior to joining the Finance Development Centre, had extensive experience in commercial and merchant banking, insurance, and investment management. He is a former Chairman of the Committee on Methods and Measures of the European Federation of Financial Analyst Societies and has taught as a visiting scholar at Universities in the USA and Europe. He is a member of the Societe Universitaire Europeene pour Recherche en Finance and a member of the Steering Committee of the Financial Research Centre at City University. William F Shadwick is a mathematician whose distinguished career in research included positions at the Institute for Advanced Study, The NASA Ames Research Center and the Los Alamos National Laboratories, as well as the Universities of Toronto and Waterloo. He was the founding Executive Director of the Fields Institute for Research in Mathematical Sciences in Toronto before moving to the field of finance with Dresdner Kleinwort Benson and subsequently with Risk Partnership and the Finance Development Centre, He has made significant contributions in the modelling of derivatives prices and risk sensitivities. He has been an invited speaker in leading industry and academic finance forums and has been a member of the Steering Committee of the Financial Markets Group at the London School of Economics since 1998.