Extreme Financial Risks And Asset Allocation

Name: Extreme Financial Risks And Asset Allocation
Brand: Imperial College Press
SKU: 9781783263080
Price: 130.1 EUR
Availability: InStock

Autor: Olivier Le Courtois, Christian Walter

Jazyk:

Väzba: Pevná

Vydavateľ: Imperial College Press

Dostupnosť: Skladom u dodávateľa

Odosielame za 14-21 dní

130.10 €

Each financial crisis calls for - by its novelty and the mechanisms it shares with preceding crise...

Informácie o knihe

Autor

Olivier Le Courtois, Christian Walter

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2014

Stránok

372

EAN

9781783263080

ISBN

1783263083

Enbook ID

04846593

Vydavateľ

Imperial College Press

Hmotnosť

668

Rozmery

232 x 157 x 24

Kompletný popis

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 PhD students, and financial engineers alike will find this book highly useful.

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Extreme Financial Risks And Asset Allocation

Informácie o knihe

Kompletný popis

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež