Extreme Financial Risks And Asset Allocation

Name: Extreme Financial Risks And Asset Allocation
Brand: Imperial College Press
SKU: 9781783263080
Price: 3154 CZK
Availability: InStock

Autor: Olivier Le Courtois, Christian Walter

Jazyk:

Vazba: Pevná

Vydavatel: Imperial College Press

Dostupnost: Skladem u dodavatele

Odesíláme za 14-21 dnů

3 154 Kč

Each financial crisis calls for - by its novelty and the mechanisms it shares with preceding crise...

Informace o knize

Autor

Olivier Le Courtois, Christian Walter

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2014

Stránek

372

EAN

9781783263080

ISBN

1783263083

Enbook ID

04846593

Vydavatel

Imperial College Press

Hmotnost

668

Rozměry

232 x 157 x 24

Kompletní popis

Each financial crisis calls for - by its novelty and the mechanisms it shares with preceding crises - appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these risks in an environment where asset prices are subject to sudden, rough, and unpredictable changes. These phenomena, mathematically known as "jumps", play an important role in practice. Their quantitative treatment is generally tricky and is sparsely tackled in similar books. One of the main appeals of this book lies in its approachable and concise presentation of the ad hoc mathematical tools without sacrificing the necessary rigor and precision. This book contains theories and methods which are usually found in highly technical mathematics books or in scattered, often very recent, research articles. It is a remarkable pedagogical work that makes these difficult results accessible to a large readership. Researchers, Masters and PhD students, and financial engineers alike will find this book highly useful.

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