Market Risk and Financial Markets Modeling

市场风险和金融市场建模

货币银行学

原   价:
1548.75
售   价:
1239.00
优惠
平台大促 低至8折优惠
作      者
出  版 社
出版时间
2012年01月15日
装      帧
精装
ISBN
9783642279300
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页      码
276
语      种
英语
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库存 30 本
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图书简介
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.
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