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Více informací o knize Market Risk and Financial Markets Modeling

• Parametry knihy
• Anotace
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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Society & social sciences Psychology Cognition & cognitive psychology

• Plný název: Market Risk and Financial Markets Modeling
• Autor: Didier Sornette, Sergey Ivliev, Hilary Woodard
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 268
• EAN: 9783642439742
• ISBN: 3642439748
• ID: 02483089
• Nakladatelství: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnost: 427 g
• Rozměry: 235 × 155 × 14 mm
• Datum vydání: 22. February 2014

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