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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
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.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Da: Twice Sold Tales, Capitol Hill, Seattle, WA, U.S.A.
Soft cover. Condizione: Near Fine. Octavo in wraps. Light shelfwear. 8vo - over 7¾ - 9¾" tall. Codice articolo 10214
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Da: Brook Bookstore On Demand, Napoli, NA, Italia
Condizione: new. Questo è un articolo print on demand. Codice articolo df783a3052c4a789c64e0025206414b9
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Da: Studibuch, Stuttgart, Germania
paperback. Condizione: Sehr gut. 276 Seiten; 9783642439742.2 Gewicht in Gramm: 500. Codice articolo 1183668
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Da: Buchpark, Trebbin, Germania
Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 276 | Sprache: Englisch | Produktart: Bücher | 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. Codice articolo 24569685/2
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 276 pp. Englisch. Codice articolo 9783642439742
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Da: moluna, Greven, Germania
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. More than 20 articles addressing the most demanded topics in market risk management from crashes modeling to Basel III backtesting A special chapter on psychological interactions analysis in trading and risk management process Includes the . Codice articolo 5061044
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Da: Ria Christie Collections, Uxbridge, Regno Unito
Condizione: New. In English. Codice articolo ria9783642439742_new
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Da: Books Puddle, Woodside, NY, U.S.A.
Condizione: New. pp. 276. Codice articolo 26142293848
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Da: AHA-BUCH GmbH, Einbeck, Germania
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Codice articolo 9783642439742
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Da: preigu, Osnabrück, Germania
Taschenbuch. Condizione: Neu. Market Risk and Financial Markets Modeling | Didier Sornette (u. a.) | Taschenbuch | viii | Englisch | 2014 | Springer | EAN 9783642439742 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Codice articolo 105432839
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