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Synopsis
The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forward-looking expectations for upcoming losses originated from market risks. The Proceedings of the Perm Winter School 2011 propose insights on many key issues and advances in financial markets modeling and risk measurement aiming to bridge the gap. The key addressed topics include: hierarchical and ultrametric models of financial crashes, dynamic hedging, arbitrage free modeling the term structure of interest rates, agent based modeling of order flow, asset pricing in a fractional market, hedge funds performance and many more.
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The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forward-looking expectations for upcoming losses originated from market risks. The Proceedings of the Perm Winter School 2011 propose insights on many key issues and advances in financial markets modeling and risk measurement aiming to bridge the gap. The key addressed topics include: hierarchical and ultrametric models of financial crashes, dynamic hedging, arbitrage free modeling the term structure of interest rates, agent based modeling of order flow, asset pricing in a fractional market, hedge funds performance and many more.
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Market Risk and Financial Markets Modeling
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Market Risk and Financial Markets Model (eng)
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Market Risk and Financial Markets Modeling
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Market Risk and Financial Markets Modeling
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Condition: Sehr gut. Zustand: Sehr gut | Seiten: 276 | Sprache: Englisch | Produktart: Bücher | The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forward-looking expectations for upcoming losses originated from market risks. The Proceedings of the Perm Winter School 2011 propose insights on many key issues and advances in financial markets modeling and risk measurement aiming to bridge the gap. The key addressed topics include: hierarchical and ultrametric models of financial crashes, dynamic hedging, arbitrage free modeling the term structure of interest rates, agent based modeling of order flow, asset pricing in a fractional market, hedge funds performance and many more. Seller Inventory # 24569685/2
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Market Risk and Financial Markets Modeling
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Springer Berlin Heidelberg Feb 2014, 2014
ISBN 10: 3642439748
ISBN 13: 9783642439742
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forward-looking expectations for upcoming losses originated from market risks. The Proceedings of the Perm Winter School 2011 propose insights on many key issues and advances in financial markets modeling and risk measurement aiming to bridge the gap. The key addressed topics include: hierarchical and ultrametric models of financial crashes, dynamic hedging, arbitrage free modeling the term structure of interest rates, agent based modeling of order flow, asset pricing in a fractional market, hedge funds performance and many more. 276 pp. Englisch. Seller Inventory # 9783642439742
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Market Risk and Financial Markets Modeling
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ISBN 10: 3642439748
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. More than 20 articles addressing the most demanded topics in market risk management from crashes modeling to Basel III backtesting A special chapter on psychological interactions analysis in trading and risk management process Includes the . Seller Inventory # 5061044
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Market Risk and Financial Markets Modeling
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Market Risk and Financial Markets Modeling
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Market Risk and Financial Markets Modeling
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Market Risk and Financial Markets Modeling
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forward-looking expectations for upcoming losses originated from market risks. The Proceedings of the Perm Winter School 2011 propose insights on many key issues and advances in financial markets modeling and risk measurement aiming to bridge the gap. The key addressed topics include: hierarchical and ultrametric models of financial crashes, dynamic hedging, arbitrage free modeling the term structure of interest rates, agent based modeling of order flow, asset pricing in a fractional market, hedge funds performance and many more. Seller Inventory # 9783642439742
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