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Item Details
| Title:
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THE HANDBOOK OF POST CRISIS FINANCIAL MODELLING
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| By: |
Emmanuel Haven (Editor), Philip Molyneux (Editor), Sergei Fedotov (Editor) |
| Format: |
Hardback |
| List price:
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£79.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1137494484 |
| ISBN 13: |
9781137494481 |
| Publisher: |
PALGRAVE MACMILLAN |
| Pub. date: |
25 November, 2015 |
| Edition: |
1st ed. 2015 |
| Pages: |
316 |
| Description: |
The 2008 financial crisis was a watershed moment which clearly influenced the public's perception of the role of 'finance' in society. This is the first comprehensive handbook to look at financial modelling post crisis from the legal/historical; empirical modelling; stochastic; and non-stochastic modelling perspectives. |
| Synopsis: |
The 2008 financial crisis was a watershed moment which clearly influenced the public's perception of the role of 'finance' in society. Since 2008, a plethora of books and newspaper articles have been produced accusing the academic community of being unable to produce valid models which can accommodate those extreme events.This unique Handbook brings together leading practitioners and academics in the areas of banking, mathematics, and law to present original research on the key issues affecting financial modelling since the 2008 financial crisis. As well as exploring themes of distributional assumptions and efficiency the Handbook also explores how financial modelling can possibly be re-interpreted in light of the 2008 crisis. |
| Illustrations: |
XIX, 316 p. |
| Publication: |
UK |
| Imprint: |
Palgrave Macmillan |
| Returns: |
Non-returnable |
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