Deep Dive Into Financial Models: Modeling Risk And Uncertainty

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A01=Arnaud Viricel
A01=Mathieu Le Bellac
Applied Mathematics to Financial Markets
Arbitrage
Author_Arnaud Viricel
Author_Mathieu Le Bellac
Category=GPQD
Category=KFF
Category=KJMV1
Derivative Pricing
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Financial Engineering
Financial Model Review
Mathematical Finance
Quantitative Analysis
Quantitative Finance
Valuation Model

Product details

  • ISBN 9789813142107
  • Publication Date: 13 Jan 2017
  • Publisher: World Scientific Publishing Co Pte Ltd
  • Publication City/Country: SG
  • Product Form: Paperback
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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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