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Market Risk and Financial Markets Modeling
. Ed(S): Sornette, Didier; Ivliev, Sergey; Woodard, Hilary
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Description for Market Risk and Financial Markets Modeling
hardcover. Addresses such topics as: 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 more. Editor(s): Sornette, Didier; Ivliev, Sergey; Woodard, Hilary. Num Pages: 268 pages, biography. BIC Classification: JMR; KFF; PBT; PBUD. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 20. Weight in Grams: 578.
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.
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.
Product Details
Format
Hardback
Publication date
2012
Publisher
Springer Germany
Number of pages
268
Condition
New
Number of Pages
268
Place of Publication
Berlin, Germany
ISBN
9783642279300
SKU
V9783642279300
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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