Christian Walter & Olivier A Le Courtois 
EXTREME FINANCIAL RISKS AND ASSET ALLOCATION [EPUB ebook] 

Support

Each financial crisis calls for — by its novelty and the mechanisms it shares with preceding crises — appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these risks in an environment where asset prices are subject to sudden, rough, and unpredictable changes. These phenomena, mathematically known as “jumps”, play an important role in practice. Their quantitative treatment is generally tricky and is sparsely tackled in similar books. One of the main appeals of this book lies in its approachable and concise presentation of the ad hoc mathematical tools without sacrificing the necessary rigor and precision.This book contains theories and methods which are usually found in highly technical mathematics books or in scattered, often very recent, research articles. It is a remarkable pedagogical work that makes these difficult results accessible to a large readership. Researchers, Masters and Ph D students, and financial engineers alike will find this book highly useful.

€49.99
méthodes de payement
Achetez cet ebook et obtenez-en 1 de plus GRATUITEMENT !
Langue Anglais ● Format EPUB ● Pages 372 ● ISBN 9781783263103 ● Taille du fichier 13.0 MB ● Maison d’édition World Scientific Publishing Company ● Lieu Singapore ● Pays SG ● Publié 2014 ● Téléchargeable 24 mois ● Devise EUR ● ID 5518547 ● Protection contre la copie Adobe DRM
Nécessite un lecteur de livre électronique compatible DRM

Plus d’ebooks du même auteur(s) / Éditeur

34 808 Ebooks dans cette catégorie