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Item Details
Title:
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MARKET RISK AND FINANCIAL MARKETS MODELING
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By: |
Didier Sornette (Editor), Sergey Ivliev (Editor), Hilary Woodard (Editor) |
Format: |
Paperback |
List price:
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£99.99 |
We currently do not stock this item, please contact the publisher directly for
further information.
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ISBN 10: |
3642439748 |
ISBN 13: |
9783642439742 |
Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
Pub. date: |
22 February, 2014 |
Edition: |
2012 ed. |
Pages: |
268 |
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. |
Illustrations: |
VIII, 268 p. |
Publication: |
Germany |
Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
Returns: |
Returnable |
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