Name: Extreme Financial Risks And Asset Allocation (series In Quantitative Finance) (en Inglés)
Price: 552563.00 COP
Availability: InStock
Author: Le Courtois, Olivier A.
ISBN: 9781783263080

portada Extreme Financial Risks And Asset Allocation (series In Quantitative Finance) (en Inglés)

Formato

Libro Físico

Autor

Olivier A. Le Courtois

Editorial

Imperial College Press

Año

2014

Idioma

Inglés

N° páginas

372

Encuadernación

Tapa Dura

Dimensiones

23.1 x 15.5 x 2.3 cm

Peso

0.66 kg.

ISBN13

9781783263080

Categorías

Inversiones
Matemáticas aplicadas

Extreme Financial Risks And Asset Allocation (series In Quantitative Finance) (en Inglés)

Olivier A. Le Courtois (Autor) · Imperial College Press · Tapa Dura

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Reseña del libro "Extreme Financial Risks And Asset Allocation (series In Quantitative Finance) (en Inglés)"

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.