Biography
Mark S. Rzepczynski, PhD, is the managing member of AMPHI Research and Trading, a consulting firm to institutional investors and hedge funds on derivatives markets across all asset classes. His 40 years of experience includes: CEO Funds Group of FourWinds Capital Management; president, CIO of John W. Henry Inc; head of taxable fixed income research at Fidelity Management and Research; fixed income research director and portfolio manager for a Prudential Insurance subsidiary; various fixed income positions at First Chicago and Merrill Lynch; economist for the Chicago Mercantile Exchange; and assistant professor of finance at the University of Houston. He is an associate editor of the Journal of Alternative Investments.
Carlsson-Szlezak and Swartz attempt to add fresh thinking on framing macro shocks that may often prove to be false alarms. Any general reader will obtain some key fresh insights with this work, and CFA charterholders will be offered an alternative to the conventional Wall Street approach to macro discussions.
Validation of Risk Management Models for Financial Institutions, through a set of thoughtful articles, describes how effective structuring and testing of the modeling techniques used in risk management can support better financial decision making.
Amlan Roy reviews how the study of population affects many of our core investment and policy decisions.
This detailed stock market study attempts to extend Robert Shiller’s development of narrative economics.
This book is an achievement not only for its historical detail but also for supplying a unifying framework that can be applied to any future bubble event.
Gregory Scopino provides a deeply detailed journey through the history of futures and derivative markets regulation.
This short work will help readers appreciate the potential power of machine learning techniques.
Achieving Investment Excellence is a comprehensive guide to the roles and responsibilities for trustees and board members.
Oliver Linton provides a good reference work for key financial econometric topics and extensions over the past 20 years.
A Man for All Markets is the autobiography of a man regarded by many as the father of quantitative finance. His story is one of a mathematician who moved from solving such casino games as blackjack to applying his skills to option pricing and statistical arbitrage. As he recounts his journey, he provides insights for all money managers on how to generate an edge and beat the markets through deep research.