Extreme Financial Risks and Asset Allocation

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Each financial crisis calls for — by its novelty and the mechanisms it shares with preceding crises — appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these risks in an environment where asset prices are subject to sudden, rough, and unpredictable changes. These phenomena, mathematically known as "jumps", play an important role in practice. Their quantitative treatment is generally tricky and is sparsely tackled in similar books. One of the main appeals of this book lies in its approachable and concise presentation of the ad hoc mathematical tools without sacrificing the necessary rigor and precision.
This book contains theories and methods which are usually found in highly technical mathematics books or in scattered, often very recent, research articles. It is a remarkable pedagogical work that makes these difficult results accessible to a large readership. Researchers, Masters and PhD students, and financial engineers alike will find this book highly useful.
Readership: Researchers, graduate students and financial engineers in the field of mathematical and quantitative finance.

Series: Quantitative Finance (Book 5)

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Extreme Financial Risks and Asset Allocation
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Series: Quantitative Finance (Book 5)
Hardcover: 372 pages
Publisher: Imperial College Press (February 18, 2014)
Language: English
ISBN-10: 1783263083
ISBN-13: 978-1783263080
Product Dimensions: 9.1 x 6.6 x 1.1 inches
Shipping Weight: 1.6 pounds
http://www.amazon.com/Extreme-Financial-Allocation-Quantitative-Finance/dp/1783263083/ref=sr_1_1?ie=UTF8&qid=1403734838&sr=8-1&keywords=Extreme+Financial+Risks+and+Asset+Allocation

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关键词：ALLOCATION financial inancial Financia Location Extreme

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Extreme Financial Risks and Asset Allocation

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