Market Tremors: Quantifying Structural Risks in Modern Financial Markets Krishnan Hari P.
Provides a consistent framework for dealing with credit and positioning riskIncludes practitioner examples and techniques for adjusting traditional risk measuresApplies Mean Field Theory to reduce the…
od 52 €
Specifikacia Market Tremors: Quantifying Structural Risks in Modern Financial Markets Krishnan Hari P.
Provides a consistent framework for dealing with credit and positioning riskIncludes practitioner examples and techniques for adjusting traditional risk measuresApplies Mean Field Theory to reduce the dimensionality of the problem