Übersicht			Auf mobile öffnen

Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Genre:	Wirtschaft / Recht
	C / Cognition & cognitive psychology / cognitive psychology / Economics and Finance / Economics, finance, business & management / Finance / Finance, general / macroeconomics / Macroeconomics and Monetary Economics / Macroeconomics/Monetary Economics//Financial Economics / Management science / Monetary Economics / Probability & statistics / Statistics
ISBN:	9783642439742
EAN-Code:	9783642439742
Verlag:	Springer Nature EN
Einband:	Kartoniert
Sprache:	English
Dimensionen:	H 235 mm / B 155 mm / D
Gewicht:	427 gr
Seiten:	268
Zus. Info:	Previously published in hardcover
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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.