By Olivier Le Courtois,Christian Walter

ISBN-10: 1783263083

ISBN-13: 9781783263080

Each monetary obstacle demands — by means of its novelty and the mechanisms it stocks with previous crises — acceptable potential to investigate monetary dangers. In Extreme monetary hazards and Asset Allocation, the authors found in an obtainable and well timed demeanour the innovations, tools, and strategies which are crucial for an realizing of those hazards in an atmosphere the place asset costs are topic to unexpected, tough, and unpredictable adjustments. those phenomena, mathematically referred to as “jumps”, play a tremendous position in perform. Their quantitative therapy is mostly tough and is moderately tackled in related books. one of many major appeals of this e-book lies in its approachable and concise presentation of the advert hoc mathematical instruments with out sacrificing the mandatory rigor and precision.

This ebook comprises theories and techniques that are often present in hugely technical arithmetic books or in scattered, frequently very contemporary, learn articles. it's a outstanding pedagogical paintings that makes those tricky effects available to a wide readership. Researchers, Masters and PhD scholars, and monetary engineers alike will locate this booklet hugely useful.

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Extreme Financial Risks and Asset Allocation (Series in Quantitative Finance) by Olivier Le Courtois,Christian Walter

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