TY  - BOOK
AU  - Le Bellac,Mathieu
AU  - Viricel,Arnaud
TI  - Deep dive into financial models: modeling risk and uncertainty 
SN  - 9789813143715  
U1  - 332.63222 23
PY  - 2017///
CY  - Singapore :  
PB  - World Scientific,  
KW  - Finance
KW  - Mathematical models
N1  - 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
N2  - 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
ER  -