Market Risk and Financial Markets Modeling

• Corporate Author: SpringerLink (Online service)
• Other Authors: Sornette, Didier (Editor), Ivliev, Sergey (Editor), Woodard, Hilary (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2012.
• Subjects: 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...