Market Risk Modeling R

Credit Risk Modeling: Theory and Applications (Repost)  eBooks & eLearning

Posted by step778 at Nov. 16, 2017
Credit Risk Modeling: Theory and Applications (Repost)

David Lando, "Credit Risk Modeling: Theory and Applications"
2004 | pages: 329 | ISBN: 0691089299 | PDF | 2,5 mb
The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital... (repost)

The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets by Greg N. Gregoriou, Christian Hoppe, Carsten S. Wehn
English | 2010-01-22 | ISBN: 0071663703 | PDF | 528 pages | 3,3 MB
Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab

Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab
by Jon Danielsson
English | 2011 | ISBN: 0470669438 | 296 pages | PDF | 3.08 MB

Market Risk and Financial Markets Modeling by didier sornette (repost)  eBooks & eLearning

Posted by manamba13 at Jan. 5, 2015
Market Risk and Financial Markets Modeling by didier sornette (repost)

Market Risk and Financial Markets Modeling by didier sornette
English | Feby 4, 2012 | ISBN: 3642279309 | 268 Pages | PDF | 6 MB

The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forward-looking expectations for upcoming losses originated from market risks. The Proceedings of the Perm Winter School 2011 propose insights on many key issues and advances in financial markets modeling and risk measurement aiming to bridge the gap. The key addressed topics include: hierarchical and ultrametric models of financial crashes, dynamic hedging, arbitrage free modeling the term structure of interest rates, agent based modeling of order flow, asset pricing in a fractional market, hedge funds performance and many more.

Market Risk and Financial Markets Modeling (repost)  eBooks & eLearning

Posted by Veslefrikk at April 17, 2014
Market Risk and Financial Markets Modeling (repost)

Didier Sornette, Sergey Ivliev, "Market Risk and Financial Markets Modeling"
English | 2012 | ISBN: 3642279309 | 267 pages | PDF | 5 MB

Market Risk and Financial Markets Modeling (Repost)  eBooks & eLearning

Posted by nebulae at Jan. 20, 2013
Market Risk and Financial Markets Modeling (Repost)

Didier Sornette, Sergey Ivliev, "Market Risk and Financial Markets Modeling"
English | 2012 | ISBN: 3642279309 | 267 pages | PDF | 5 MB

Market Risk and Financial Markets Modeling  eBooks & eLearning

Posted by tot167 at March 5, 2012
Market Risk and Financial Markets Modeling

Didier Sornette, Sergey Ivliev, "Market Risk and Financial Markets Modeling"
S,,,ger | 2012 | ISBN: 3642279309 | 267 pages | PDF | 5,7 MB
Identifying Stock Market Bubbles: Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities

Identifying Stock Market Bubbles: Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities By Azar Karimov
English | PDF | 2017 | 143 Pages | ISBN : 3319650084 | 2.92 MB

This book introduces readers to a new approach to identifying stock market bubbles by using the illiquidity premium, a parameter derived by employing conic finance theory. Further, it shows how to develop the closed form formulas of the bid and ask prices of European options by using Black-Scholes and Kou models. By using the derived formulas and sliding windows technique, the book explains how to numerically calculate illiquidity premiums.

Interest Rate Risk Modeling : The Fixed Income Valuation Course (repost)  eBooks & eLearning

Posted by libr at July 10, 2017
Interest Rate Risk Modeling : The Fixed Income Valuation Course (repost)

Interest Rate Risk Modeling : The Fixed Income Valuation Course by Sanjay K. Nawalkha, Gloria M. Soto and Natalia K. Beliaeva
English | ISBN: 0471427241 | 2005 | 396 pages | PDF | 2,2 MB

Essential Mathematics for Market Risk Management (repost)  eBooks & eLearning

Posted by roxul at June 7, 2017
Essential Mathematics for Market Risk Management (repost)

Simon Hubbert, "Essential Mathematics for Market Risk Management"
English | 2012 | ISBN-10: 1119979528 | 350 pages | PDF | 3,7 MB