Deep dive into financial models : modeling risk and uncertainty / Mathieu Le Bellac and Arnaud Viricel.
Material type:
- 9789813143715
- 332.63222 23 L442
Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
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Books | ISI Library, Kolkata | 332.63222 L442 (Browse shelf(Opens below)) | Available | 138360 |
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332.63220973 Em53 Speculation on the stock and produce exchanges of the United States | 332.63220973 R155 Economists and the stock market speculative theories of stock market fluctuations | 332.63221 Sch386 Real options valuation | 332.63222 L442 Deep dive into financial models : modeling risk and uncertainty / | 332.63222015118 G972 Analytically tractable stochastic stock price models | 332.63228 M381 Applied math for derivatives | 332.6322801515352 B111 Quantum finance |
Includes bibliographical references and index.
1. Interest rates --
2. Credit risk modeling --
3. Portfolio management theories --
4. No-arbitrage theory --
5. The Black-Scholes model --
6. Volatility models --
7. Numerical methods --
8. Value at risk (VaR) --
9. Non-gaussian models.
Since 2007, the repeated financial crises around the world have brought to the headlines financial practices and models considered to fuel the economic instabilities. Deep Dive into Financial Models: Modeling Risk and Uncertainty comes handy in demystifying the underlying quantitative finance concepts. With a limited use of mathematical formalism, the book explains thoroughly the models, their hypotheses, principles and other building blocks. A particular care is given to model limitations and their misuse for investment strategies, asset pricing, or risk management. Its reader-friendly nature provides readers with a head start in quantitative finance.
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