Verwandte Artikel zu Market Risk and Financial Markets Modeling

Market Risk and Financial Markets Modeling - Softcover

 
9783642439742: Market Risk and Financial Markets Modeling
Softcover
ISBN 10: 3642439748 ISBN 13: 9783642439742
Verlag: Springer, 2014

Inhaltsangabe

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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Verlag
Springer
Erscheinungsdatum
2014
Sprache
Englisch
ISBN 10 
3642439748
ISBN 13 
9783642439742
Einband
Taschenbuch
Anzahl der Seiten
276
Herausgeber
Sornette Didier, Ivliev Sergey, Woodard Hilary
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