Market Tremors: Quantifying Structural Risks in Modern Financial Markets


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Description

Chapter 1: Introduction.- Chapter 2: Financial Networks in the Presence of a Dominant Agent.- Chapter 3: Exchange-Traded Products as a Source of Network Risk.- Chapter 4: The VIX "Volmaggedon", with Exchange-Traded Notes Destabilizing the Market.- Chapter 5: Liquidity Fissures in the Corporate Bond Markets.- Chapter 6: Market Makers, Stabilizing or Disruptive?.- Chapter 7: The Elephants in the Room: Banks and the "Almighty" Central Bank.- Chapter 8: Playing Defense and Attack in the Presence of a Dominant Agent.



Author: Hari P. Krishnan, Ash Bennington
Publisher: Palgrave MacMillan
Published: 10/09/2021
Pages: 250
Binding Type: Paperback
Weight: 0.83lbs
Size: 9.21h x 6.14w x 0.56d
ISBN13: 9783030792527
ISBN10: 3030792528
BISAC Categories:
- Business & Economics | Insurance | Risk Assessment & Management
- Business & Economics | Industries | Financial Services

About the Author

Hari P. Krishnan is head of volatility strategies at SCT Capital in New York. He was formerly a portfolio manager at Doherty Advisors in New York, a fund manager at CrossBorder Capital in London, an executive director at Morgan Stanley focused on asset allocation, and an options trading strategist for a market-making firm at the CBOE. He was a research scientist at the Columbia Earth Institute after receiving a PhD in applied math from Brown University and a BA in math from Columbia University.

Ash Bennington is Senior Editor & Crypto Editor at Real Vision, where he covers finance, investing, and economics, with a particular focus on blockchain and digital assets. Prior to joining Real Vision, he ran CoinDesk's market coverage. Ash is a former CNBC reporter, and served as Editor-in-Chief of Nouriel Roubini's Macro Economics Blog 'Roubini EconoMonitor with Ash Bennington'. His work has appeared in Business Insider, The Christian Science Monitor, ZeroHedge, The Observer, and Yahoo Finance.