Extreme financial risks and asset allocation:
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 e...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London
Imperial College Press
c2014
|
| Schriftenreihe: | Series in quantitative finance
v. 5 |
| Schlagworte: | |
| Online-Zugang: | FHN01 URL des Erstveroeffentlichers |
| Zusammenfassung: | 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 |
| Beschreibung: | xvii, 351 p. ill |
| ISBN: | 9781783263097 |
Internformat
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Datensatz im Suchindex
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|---|---|
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| author | Le Courtois, Olivier |
| author_facet | Le Courtois, Olivier |
| author_role | aut |
| author_sort | Le Courtois, Olivier |
| author_variant | c o l co col |
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| collection | ZDB-124-WOP |
| ctrlnum | (ZDB-124-WOP)00005708 (OCoLC)988733952 (DE-599)BVBBV044632977 |
| dewey-full | 332.6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6 |
| dewey-search | 332.6 |
| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV044632977 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:57:41Z |
| institution | BVB |
| isbn | 9781783263097 |
| language | English |
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| physical | xvii, 351 p. ill |
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| publishDate | 2014 |
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| series2 | Series in quantitative finance |
| spelling | Le Courtois, Olivier Verfasser aut Extreme financial risks and asset allocation Olivier Le Courtois, Christian Walter London Imperial College Press c2014 xvii, 351 p. ill txt rdacontent c rdamedia cr rdacarrier Series in quantitative finance v. 5 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 Financial risk Portfolio management Preisrisiko (DE-588)4224505-9 gnd rswk-swf Finanzkrise (DE-588)7635855-0 gnd rswk-swf Preis (DE-588)4047097-0 gnd rswk-swf Mathematisches Instrument (DE-588)4132595-3 gnd rswk-swf Risikoanalyse (DE-588)4137042-9 gnd rswk-swf Wertpapier (DE-588)4065674-3 gnd rswk-swf Finanzkrise (DE-588)7635855-0 s Wertpapier (DE-588)4065674-3 s Preis (DE-588)4047097-0 s Preisrisiko (DE-588)4224505-9 s Risikoanalyse (DE-588)4137042-9 s Mathematisches Instrument (DE-588)4132595-3 s 1\p DE-604 Walter, Christian 1957- Sonstige oth Erscheint auch als Druck-Ausgabe 9781783263080 http://www.worldscientific.com/worldscibooks/10.1142/P907#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Le Courtois, Olivier Extreme financial risks and asset allocation Financial risk Portfolio management Preisrisiko (DE-588)4224505-9 gnd Finanzkrise (DE-588)7635855-0 gnd Preis (DE-588)4047097-0 gnd Mathematisches Instrument (DE-588)4132595-3 gnd Risikoanalyse (DE-588)4137042-9 gnd Wertpapier (DE-588)4065674-3 gnd |
| subject_GND | (DE-588)4224505-9 (DE-588)7635855-0 (DE-588)4047097-0 (DE-588)4132595-3 (DE-588)4137042-9 (DE-588)4065674-3 |
| title | Extreme financial risks and asset allocation |
| title_auth | Extreme financial risks and asset allocation |
| title_exact_search | Extreme financial risks and asset allocation |
| title_full | Extreme financial risks and asset allocation Olivier Le Courtois, Christian Walter |
| title_fullStr | Extreme financial risks and asset allocation Olivier Le Courtois, Christian Walter |
| title_full_unstemmed | Extreme financial risks and asset allocation Olivier Le Courtois, Christian Walter |
| title_short | Extreme financial risks and asset allocation |
| title_sort | extreme financial risks and asset allocation |
| topic | Financial risk Portfolio management Preisrisiko (DE-588)4224505-9 gnd Finanzkrise (DE-588)7635855-0 gnd Preis (DE-588)4047097-0 gnd Mathematisches Instrument (DE-588)4132595-3 gnd Risikoanalyse (DE-588)4137042-9 gnd Wertpapier (DE-588)4065674-3 gnd |
| topic_facet | Financial risk Portfolio management Preisrisiko Finanzkrise Preis Mathematisches Instrument Risikoanalyse Wertpapier |
| url | http://www.worldscientific.com/worldscibooks/10.1142/P907#t=toc |
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