Deep dive into financial models : modeling risk and uncertainty / Mathieu Le Bellac and Arnaud Viricel
Material type:
- 9789813142107
- 332.63222 BEL-M
Item type | Current library | Collection | Shelving location | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|---|---|
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BITS Pilani Hyderabad | 330 | General Stack (For lending) | 332.63222 BEL-M (Browse shelf(Opens below)) | Checked out | 12/08/2025 | 38940 |
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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