Future Perspectives in Risk Models and Finance

Inbunden, Engelska, 2014

Del i serien International Series in Operations Research & Management Science

1 094 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Beskrivning

Theoretically, financial risks models are models of a real and a financial “uncertainty”, based on both common and private information and economic theories defining the rules that financial markets comply to.

Produktinformation

Utgivningsdatum:2014-12-03
Mått:155 x 235 x 21 mm
Vikt:634 g
Format:Inbunden
Språk:Engelska
Serie:International Series in Operations Research & Management Science
Antal sidor:315
Upplaga:2015
Förlag:Springer International Publishing AG
ISBN:9783319075235

Utforska kategorier

Innehållsförteckning

Estimation Theory for Generalized Linear Models.- New Distorsion Risk Measure Based on Bimodal Distributions.- Stress Testing Engineering: Risk Vs Incident.- The Skin In The Game Heuristic for Protection Against Tail Events.- The Fragility Theorem.- Financial Modeling, Memory and Mathematical Systems.- Asset price modeling: from Fractional to Multifractional Processes.- Financial Analytics and A Binomial Pricing Model.