Market Risk and Financial Markets Modeling
ISBN:
978-3-642-43974-2
Auflage:
2012
Verlag:
Springer Berlin
Land des Verlags:
Deutschland
Erscheinungsdatum:
22.02.2014
Herausgeber:
Format:
Softcover
Seitenanzahl:
268
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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.
Advances in the Theory and Applications of Performance Measurement and Management
Erscheinungsjahr:
2024
