Future Perspectives Risk Models (28 results)
Language: English
Published by Springer, 2016
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
US$ 132.58
US$ 15.92 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New. In.
Language: English
Published by Springer, 2014
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
US$ 132.58
US$ 15.92 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New. In.
Language: English
Published by Springer, 2016
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
US$ 150.82
US$ 3.99 shippingShips within U.S.A.Quantity: 4 available
Condition: New. pp. 315.
Language: English
Published by Springer, 2014
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Hardcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
US$ 164.30
US$ 3.99 shippingShips within U.S.A.Quantity: 4 available
Condition: New. pp. 300.
- More images
Language: English
Published by Springer, 2016
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Softcover
Seller: preigu, Osnabrück, Germanypreigu
Contact seller5-star sellerCondition: New
US$ 111.71
US$ 79.70 shippingShips from Germany to U.S.A.Quantity: 5 available
Taschenbuch. Condition: Neu. Future Perspectives in Risk Models and Finance | Alain Bensoussan (u. a.) | Taschenbuch | xiv | Englisch | 2016 | Springer | EAN 9783319376219 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Future Perspectives in Risk Models and Finance
Bensoussan, Alain (Editor)/ Guegan, Dominique (Editor)/ Tapiero, Charles S. (Editor)
Language: English
Published by Springer Verlag, 2014
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
US$ 179.83
US$ 16.61 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Hardcover. Condition: Brand New. 2015 edition. 300 pages. 9.25x6.25x1.00 inches. In Stock.
- More images
Language: English
Published by Springer International Publishing, Springer International Publishing, 2016
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
Contact seller5-star sellerCondition: New
US$ 125.47
US$ 71.20 shippingShips from Germany to U.S.A.Quantity: 1 available
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial 'uncertainty', base…d on both common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to be continuously questioned and re-assessed. The underlying mathematical foundations of financial risks models provide future guidelines for risk modeling. The book's chapters provide selective insights and developments that can contribute to better understand the complexity of financial modelling and its ability to bridge financial theories and their practice.Future Perspectives in Risk Models and Finance begins with an extensive outline by Alain Bensoussan et al. of GLM estimation techniques combined with proofs of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models.A second section is concerned with the definition of risks and their management. In particular, Guegan and Hassani review a number of risk models definition emphasizing the importance of bi-modal distributions for financial regulation. An additional chapter provides a review of stress testing and their implications. Nassim Taleb and Sandis provide an anti-fragility approach based on 'skin in the game'. To conclude, Raphael Douady discusses the noncyclical CAR (Capital Adequacy Rule) and their effects of aversion of systemic risks.A third section emphasizes analytic financial modelling approaches and techniques. Tapiero and Vallois provide an overview of mathematical systems and their use infinancial modeling. These systems span the fundamental Arrow-Debreu framework underlying financial models of complete markets and subsequently, mathematical systems departing from this framework but yet generalizing their approach to dynamic financial models. Explicitly, models based on fractional calculus, on persistence (short memory) and on entropy-based non-extensiveness. Applications of these models are used to define a modeling approach to incomplete financial models and their potential use as a 'measure of incompleteness'. Subsequently Bianchi and Pianese provide an extensive overview of multi-fractional models and their important applications to Asset price modeling. Finally, Tapiero and Jinquyi consider the binomial pricing model by discussing the effects of memory on the pricing of asset prices.
- More images
Language: English
Published by Springer, Springer, 2014
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Hardcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
Contact seller5-star sellerCondition: New
US$ 125.47
US$ 72.10 shippingShips from Germany to U.S.A.Quantity: 1 available
Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial 'uncertainty', based on bo…th common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to be continuously questioned and re-assessed. The underlying mathematical foundations of financial risks models provide future guidelines for risk modeling. The book's chapters provide selective insights and developments that can contribute to better understand the complexity of financial modelling and its ability to bridge financial theories and their practice.Future Perspectives in Risk Models and Finance begins with an extensive outline by Alain Bensoussan et al. of GLM estimation techniques combined with proofs of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models.A second section is concerned with the definition of risks and their management. In particular, Guegan and Hassani review a number of risk models definition emphasizing the importance of bi-modal distributions for financial regulation. An additional chapter provides a review of stress testing and their implications. Nassim Taleb and Sandis provide an anti-fragility approach based on 'skin in the game'. To conclude, Raphael Douady discusses the noncyclical CAR (Capital Adequacy Rule) and their effects of aversion of systemic risks.A third section emphasizes analytic financial modelling approaches and techniques. Tapiero and Vallois provide an overview of mathematical systems and their use infinancial modeling. These systems span the fundamental Arrow-Debreu framework underlying financial models of complete markets and subsequently, mathematical systems departing from this framework but yet generalizing their approach to dynamic financial models. Explicitly, models based on fractional calculus, on persistence (short memory) and on entropy-based non-extensiveness. Applications of these models are used to define a modeling approach to incomplete financial models and their potential use as a 'measure of incompleteness'. Subsequently Bianchi and Pianese provide an extensive overview of multi-fractional models and their important applications to Asset price modeling. Finally, Tapiero and Jinquyi consider the binomial pricing model by discussing the effects of memory on the pricing of asset prices.
Language: English
Published by Palgrave Macmillan, 2014
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Hardcover
Seller: Buchpark, Trebbin, GermanyBuchpark
Contact seller5-star sellerCondition: Used - Fine
US$ 95.13
US$ 119.55 shippingShips from Germany to U.S.A.Quantity: 1 available
Condition: Sehr gut. Zustand: Sehr gut | Seiten: 332 | Sprache: Englisch | Produktart: Bücher | This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial ¿unce…rtainty¿, based on both common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to be continuously questioned and re-assessed. The underlying mathematical foundations of financial risks models provide future guidelines for risk modeling. The book¿s chapters provide selective insights and developments that can contribute to better understand the complexity of financial modelling and its ability to bridge financial theories and their practice. Future Perspectives in Risk Models and Finance begins with an extensive outline by Alain Bensoussan et al. of GLM estimation techniques combined with proofs of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models. A second section is concerned with the definition of risks and their management. In particular, Guegan and Hassani review a number of risk models definition emphasizing the importance of bi-modal distributions for financial regulation. An additional chapter provides a review of stress testing and their implications. Nassim Taleb and Sandis provide an anti-fragility approach based on ¿skin in the game¿. To conclude, Raphael Douady discusses the noncyclical CAR (Capital Adequacy Rule) and their effects of aversion of systemic risks. A third section emphasizes analytic financial modelling approaches and techniques. Tapiero and Vallois provide an overview of mathematical systems and their use infinancial modeling. These systems span the fundamental Arrow-Debreu framework underlying financial models of complete markets and subsequently, mathematical systems departing from this framework but yet generalizing their approach to dynamic financial models. Explicitly, models based on fractional calculus, on persistence (short memory) and on entropy-based non-extensiveness. Applications of these models are used to define a modeling approach to incomplete financial models and their potential use as a ¿measure of incompleteness¿. Subsequently Bianchi and Pianese provide an extensive overview of multi-fractional models and their important applications to Asset price modeling. Finally, Tapiero and Jinquyi consider the binomial pricing model by discussing the effects of memory on the pricing of asset prices.
Language: English
Published by Palgrave Macmillan, 2014
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Hardcover
Seller: Buchpark, Trebbin, GermanyBuchpark
Contact seller5-star sellerCondition: Used
US$ 97.99
US$ 119.55 shippingShips from Germany to U.S.A.Quantity: 1 available
Condition: Hervorragend. Zustand: Hervorragend | Seiten: 332 | Sprache: Englisch | Produktart: Bücher | This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financi…al ¿uncertainty¿, based on both common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to be continuously questioned and re-assessed. The underlying mathematical foundations of financial risks models provide future guidelines for risk modeling. The book¿s chapters provide selective insights and developments that can contribute to better understand the complexity of financial modelling and its ability to bridge financial theories and their practice. Future Perspectives in Risk Models and Finance begins with an extensive outline by Alain Bensoussan et al. of GLM estimation techniques combined with proofs of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models. A second section is concerned with the definition of risks and their management. In particular, Guegan and Hassani review a number of risk models definition emphasizing the importance of bi-modal distributions for financial regulation. An additional chapter provides a review of stress testing and their implications. Nassim Taleb and Sandis provide an anti-fragility approach based on ¿skin in the game¿. To conclude, Raphael Douady discusses the noncyclical CAR (Capital Adequacy Rule) and their effects of aversion of systemic risks. A third section emphasizes analytic financial modelling approaches and techniques. Tapiero and Vallois provide an overview of mathematical systems and their use infinancial modeling. These systems span the fundamental Arrow-Debreu framework underlying financial models of complete markets and subsequently, mathematical systems departing from this framework but yet generalizing their approach to dynamic financial models. Explicitly, models based on fractional calculus, on persistence (short memory) and on entropy-based non-extensiveness. Applications of these models are used to define a modeling approach to incomplete financial models and their potential use as a ¿measure of incompleteness¿. Subsequently Bianchi and Pianese provide an extensive overview of multi-fractional models and their important applications to Asset price modeling. Finally, Tapiero and Jinquyi consider the binomial pricing model by discussing the effects of memory on the pricing of asset prices.
Future Perspectives in Risk Models and Finance
Bensoussan, Alain (Editor)/ Guégan, Dominique (Editor)/ Tapiero, Charles S. (Editor)
Language: English
Published by Springer Verlag, 2016
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
US$ 177.53
US$ 46.50 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Paperback. Condition: Brand New. reprint edition. 332 pages. 9.25x6.10x0.78 inches. In Stock.
Language: English
Published by Springer, 2014
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Hardcover
Seller: Mispah books, Redhill, SURRE, United KingdomMispah books
Contact seller4-star sellerCondition: Used - As new
US$ 208.01
US$ 33.22 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Hardcover. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Language: English
Published by Springer, 2016
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Softcover
Seller: Mispah books, Redhill, SURRE, United KingdomMispah books
Contact seller4-star sellerCondition: Used - As new
US$ 236.75
US$ 33.22 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Paperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Language: English
Published by Palgrave Macmillan, 2014
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Hardcover
Seller: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermanyBUCHSERVICE / ANTIQUARIAT Lars Lutzer
Contact seller5-star sellerCondition: Used - Very good
US$ 293.08
US$ 45.49 shippingShips from Germany to U.S.A.Quantity: 1 available
Hardcover. Condition: gut. 2014. Future Perspectives in Risk Models and Finance In deutscher Sprache. pages.
Language: English
Published by Springer, 2014
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Hardcover
- Print on Demand
Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
Contact seller5-star sellerCondition: New
US$ 101.14
US$ 7.74 shippingShips from Italy to U.S.A.Quantity: Over 20 available
Condition: new. Questo è un articolo print on demand.
Language: English
Published by Springer, 2014
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Hardcover
- Print on Demand
Seller: Basi6 International, Irving, TX, U.S.A.Basi6 International
Contact seller5-star sellerCondition: New
US$ 111.20
Free ShippingShips within U.S.A.Quantity: 10 available
Condition: Brand New. New. US edition. Print on demand title. Delivery takes 20-25 days. Excellent Customer Service.
Language: English
Published by Springer, 2016
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Softcover
- Print on Demand
Seller: Basi6 International, Irving, TX, U.S.A.Basi6 International
Contact seller5-star sellerCondition: New
US$ 111.20
Free ShippingShips within U.S.A.Quantity: 10 available
Condition: Brand New. New. US edition. Print on demand title. Delivery takes 20-25 days. Excellent Customer Service.
Language: English
Published by Springer, 2016
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Softcover
- Print on Demand
Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
Contact seller5-star sellerCondition: New
US$ 101.14
US$ 38.71 shippingShips from Italy to U.S.A.Quantity: Over 20 available
Condition: new. Questo è un articolo print on demand.
- More images
Language: English
Published by Springer International Publishing Sep 2016, 2016
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Softcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
Contact seller5-star sellerCondition: New
US$ 125.47
US$ 26.19 shippingShips from Germany to U.S.A.Quantity: 2 available
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial 'un…certainty', based on both common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to be continuously questioned and re-assessed. The underlying mathematical foundations of financial risks models provide future guidelines for risk modeling. The book's chapters provide selective insights and developments that can contribute to better understand the complexity of financial modelling and its ability to bridge financial theories and their practice.Future Perspectives in Risk Models and Finance begins with an extensive outline by Alain Bensoussan et al. of GLM estimation techniques combined with proofs of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models.A second section is concerned with the definition of risks and their management. In particular, Guegan and Hassani review a number of risk models definition emphasizing the importance of bi-modal distributions for financial regulation. An additional chapter provides a review of stress testing and their implications. Nassim Taleb and Sandis provide an anti-fragility approach based on 'skin in the game'. To conclude, Raphael Douady discusses the noncyclical CAR (Capital Adequacy Rule) and their effects of aversion of systemic risks.A third section emphasizes analytic financial modelling approaches and techniques. Tapiero and Vallois provide an overview of mathematical systems and their use in financial modeling. These systems span the fundamental Arrow-Debreu framework underlying financial models of complete markets and subsequently, mathematical systems departing from this framework but yet generalizing their approach to dynamic financial models. Explicitly, models based on fractional calculus, on persistence (short memory) and on entropy-based non-extensiveness. Applications of these models are used to define a modeling approach to incomplete financial models and their potential use as a 'measure of incompleteness'. Subsequently Bianchi and Pianese provide an extensive overview of multi-fractional models and their important applications to Asset price modeling. Finally, Tapiero and Jinquyi consider the binomial pricing model by discussing the effects of memory on the pricing of asset prices. 332 pp. Englisch.
- More images
Language: English
Published by Springer International Publishing, Springer Nature Switzerland Dez 2014, 2014
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Hardcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
Contact seller5-star sellerCondition: New
US$ 125.47
US$ 26.19 shippingShips from Germany to U.S.A.Quantity: 2 available
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial 'uncertain…ty', based on both common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to be continuously questioned and re-assessed. The underlying mathematical foundations of financial risks models provide future guidelines for risk modeling. The book's chapters provide selective insights and developments that can contribute to better understand the complexity of financial modelling and its ability to bridge financial theories and their practice.Future Perspectives in Risk Models and Finance begins with an extensive outline by Alain Bensoussan et al. of GLM estimation techniques combined with proofs of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models.A second section is concerned with the definition of risks and their management. In particular, Guegan and Hassani review a number of risk models definition emphasizing the importance of bi-modal distributions for financial regulation. An additional chapter provides a review of stress testing and their implications. Nassim Taleb and Sandis provide an anti-fragility approach based on 'skin in the game'. To conclude, Raphael Douady discusses the noncyclical CAR (Capital Adequacy Rule) and their effects of aversion of systemic risks.A third section emphasizes analytic financial modelling approaches and techniques. Tapiero and Vallois provide an overview of mathematical systems and their use infinancial modeling. These systems span the fundamental Arrow-Debreu framework underlying financial models of complete markets and subsequently, mathematical systems departing from this framework but yet generalizing their approach to dynamic financial models. Explicitly, models based on fractional calculus, on persistence (short memory) and on entropy-based non-extensiveness. Applications of these models are used to define a modeling approach to incomplete financial models and their potential use as a 'measure of incompleteness'. Subsequently Bianchi and Pianese provide an extensive overview of multi-fractional models and their important applications to Asset price modeling. Finally, Tapiero and Jinquyi consider the binomial pricing model by discussing the effects of memory on the pricing of asset prices. 332 pp. Englisch.
- More images
Language: English
Published by Springer International Publishing, 2014
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Hardcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
US$ 108.21
US$ 55.78 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Defines the future of risk models in financeIncludes cutting edge coverage of topics including multi-agent models, high-frequency trading and anti-fragilityCharles S. Tapiero is internationally renowned researcher and… the contributors are w.
- More images
Language: English
Published by Springer International Publishing, 2016
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Softcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
US$ 108.21
US$ 55.78 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Defines the future of risk models in financeIncludes cutting edge coverage of topics including multi-agent models, high-frequency trading and anti-fragilityCharles S. Tapiero is internationally renowned researcher and… the contributors are w.
Language: English
Published by Springer, 2016
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Softcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
US$ 153.88
US$ 8.64 shippingShips from United Kingdom to U.S.A.Quantity: 4 available
Condition: New. Print on Demand pp. 315.
Language: English
Published by Springer, 2016
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Softcover
- Print on Demand
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
Contact seller4-star sellerCondition: New
US$ 164.36
US$ 11.33 shippingShips from Germany to U.S.A.Quantity: 4 available
Condition: New. PRINT ON DEMAND pp. 315.
Language: English
Published by Springer, 2014
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Hardcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
US$ 168.31
US$ 8.64 shippingShips from United Kingdom to U.S.A.Quantity: 4 available
Condition: New. Print on Demand pp. 300.
Future Perspectives in Risk Models and Finance.
Dominique Gu?gan Bensoussan Alain Guegan Dominique Tapiero Charles S.
Language: English
Published by Springer, 2014
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Hardcover
- Print on Demand
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
Contact seller4-star sellerCondition: New
US$ 181.80
US$ 11.33 shippingShips from Germany to U.S.A.Quantity: 4 available
Condition: New. PRINT ON DEMAND pp. 300.
- More images
Language: English
Published by Springer, Palgrave Macmillan Dez 2014, 2014
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Hardcover
- Print on Demand
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
Contact seller5-star sellerCondition: New
US$ 125.47
US$ 68.32 shippingShips from Germany to U.S.A.Quantity: 1 available
Buch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial ¿uncertainty¿,… based on both common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to be continuously questioned and re-assessed. The underlying mathematical foundations of financial risks models provide future guidelines for risk modeling. The book¿s chapters provide selective insights and developments that can contribute to better understand the complexity of financial modelling and its ability to bridge financial theories and their practice.Future Perspectives in Risk Models and Finance begins with an extensive outline by Alain Bensoussan et al. of GLM estimation techniques combined with proofs of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models.A second section is concerned with the definition of risks and their management. In particular, Guegan and Hassani review a number of risk models definition emphasizing the importance of bi-modal distributions for financial regulation. An additional chapter provides a review of stress testing and their implications. Nassim Taleb and Sandis provide an anti-fragility approach based on ¿skin in the game¿. To conclude, Raphael Douady discusses the noncyclical CAR (Capital Adequacy Rule) and their effects of aversion of systemic risks.A third section emphasizes analytic financial modelling approaches and techniques. Tapiero and Vallois provide an overview of mathematical systems and their use infinancial modeling. These systems span the fundamental Arrow-Debreu framework underlying financial models of complete markets and subsequently, mathematical systems departing from this framework but yet generalizing their approach to dynamic financial models. Explicitly, models based on fractional calculus, on persistence (short memory) and on entropy-based non-extensiveness. Applications of these models are used to define a modeling approach to incomplete financial models and their potential use as a ¿measure of incompleteness¿.Subsequently Bianchi and Pianese provide an extensive overview of multi-fractional models and their important applications to Asset price modeling. Finally, Tapiero and Jinquyi consider the binomial pricing model by discussing the effects of memory on the pricing of asset prices.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 332 pp. Englisch.
- More images
Language: English
Published by Springer, Palgrave Macmillan Sep 2016, 2016
Series: Book 206 of 323 - International Series in Operations Research & Management Science
- Softcover
- Print on Demand
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
Contact seller5-star sellerCondition: New
US$ 125.47
US$ 68.32 shippingShips from Germany to U.S.A.Quantity: 1 available
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial ¿uncert…ainty¿, based on both common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to be continuously questioned and re-assessed. The underlying mathematical foundations of financial risks models provide future guidelines for risk modeling. The book¿s chapters provide selective insights and developments that can contribute to better understand the complexity of financial modelling and its ability to bridge financial theories and their practice.Future Perspectives in Risk Models and Finance begins with an extensive outline by Alain Bensoussan et al. of GLM estimation techniques combined with proofs of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models.A second section is concerned with the definition of risks and their management. In particular, Guegan and Hassani review a number of risk models definition emphasizing the importance of bi-modal distributions for financial regulation. An additional chapter provides a review of stress testing and their implications. Nassim Taleb and Sandis provide an anti-fragility approach based on ¿skin in the game¿. To conclude, Raphael Douady discusses the noncyclical CAR (Capital Adequacy Rule) and their effects of aversion of systemic risks.A third section emphasizes analytic financial modelling approaches and techniques. Tapiero and Vallois provide an overview of mathematical systems and their use infinancial modeling. These systems span the fundamental Arrow-Debreu framework underlying financial models of complete markets and subsequently, mathematical systems departing from this framework but yet generalizing their approach to dynamic financial models. Explicitly, models based on fractional calculus, on persistence (short memory) and on entropy-based non-extensiveness. Applications of these models are used to define a modeling approach to incomplete financial models and their potential use as a ¿measure of incompleteness¿.Subsequently Bianchi and Pianese provide an extensive overview of multi-fractional models and their important applications to Asset price modeling. Finally, Tapiero and Jinquyi consider the binomial pricing model by discussing the effects of memory on the pricing of asset prices.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 332 pp. Englisch.
