Wow! eBook
Market Risk and Financial Markets Modeling 2012th Edition
Author(s): Didier Sornette (Editor), Sergey Ivliev (Editor), Hilary Woodard (Editor)
- Publisher: Springer
- Publication Date: 20 Jan. 2012
- Edition: 2012th
- Language: English
- Print length: 276 pages
- ISBN-10: 9783642279300
- ISBN-13: 9783642279300
Book 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.
Editorial Reviews
From the Back Cover
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.
