The crisis of crowding : quant copycats, ugly models, and the new crash normal /

"A rare analytical look at the financial crisis using simple analysisThe economic crisis that began in 2008 revealed the numerous problems in our financial system, from the way mortgage loans were produced to the way Wall Street banks leveraged themselves. Curiously enough, however, most of the...

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Κύριος συγγραφέας: Chincarini, Ludwig B.
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Hoboken, New Jersey : John Wiley & Sons, 2012.
Έκδοση:1
Σειρά:Bloomberg.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link