£99.42

Springer Market Risk and Financial Markets Modeling

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£117.79 £96.75 £101.34 £105.93 £110.52 £115.11 £119.70 10 June 2024 01 November 2024 25 March 2025 16 August 2025 08 January 2026

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Description

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 Specifications

Format
hardcover
Domain
Amazon UK
Release Date
20 January 2012
Listed Since
16 December 2011

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