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Deep dive into financial models : modeling risk and uncertainty / Mathieu Le Bellac and Arnaud Viricel

By: Material type: TextTextPublication details: USA World Scientific Publishing 2017Description: 219 pISBN:
  • 9789813142107
Subject(s): DDC classification:
  • 332.63222 BEL-M
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Holdings
Item type Current library Collection Shelving location Call number Status Date due Barcode Item holds
Books Books BITS Pilani Hyderabad 330 General Stack (For lending) 332.63222 BEL-M (Browse shelf(Opens below)) Checked out 12/08/2025 38940
Total holds: 0

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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