Market Risk and Financial Markets Modeling

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Sornette, Didier (Επιμελητής έκδοσης), Ivliev, Sergey (Επιμελητής έκδοσης), Woodard, Hilary (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2012.
• Θέματα: Finance.; Statistics.; Macroeconomics.; Cognitive psychology.; Economics.; Macroeconomics/Monetary Economics//Financial Economics.; Finance, general.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Cognitive Psychology.

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 advance...