Deep dive into financial models :
Mathieu Le Bellac and Arnaud Viricel
Deep dive into financial models : modeling risk and uncertainty / Mathieu Le Bellac and Arnaud Viricel - USA World Scientific Publishing 2017 - 219 p.
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.
9789813142107
Stocks--Prices--Mathematical models
Finance--Mathematical models
332.63222 BEL-M
Deep dive into financial models : modeling risk and uncertainty / Mathieu Le Bellac and Arnaud Viricel - USA World Scientific Publishing 2017 - 219 p.
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.
9789813142107
Stocks--Prices--Mathematical models
Finance--Mathematical models
332.63222 BEL-M