Isbn: 9783642279300 - market risk and financial markets modeling (13 risultati)

hardcover. Condizione: As New. Minor wear on edges and corners. Clean pages with no markings. Ships same day in most cases!Any queries, just ask for photos. Your satisfaction matters.

Condizione: New. A brand new book in pristine condition. Showing zero signs of shelf wear, creases, or damage.

Condizione: New. In English.

Buch. 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.…

Condizione: New. pp. 276.

Hardcover. Condizione: Brand New. 2012 edition. 267 pages. 9.20x6.30x0.80 inches. In Stock.

Hardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condizione: new. Questo è un articolo print on demand.

Buch. 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. …

Gebunden. 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 .…

Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. 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.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 276 pp. Englisch.…

Condizione: New. Print on Demand pp. 276 70 Illus. (10 Col.).

Condizione: New. PRINT ON DEMAND pp. 276.