Market risk financial markets modeling
by Sornette, Didier, Ivliev, Sergey, Woodard, Hilary
by Sornette, Didier, Ivliev, Sergey, Woodard, Hilary
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 k…
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 k…