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## About book:

## About file:

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- Author:
**Bouchaud J.-P., Potters M.** - Year:
**1999** - Publisher:
**CUP** - Language:
**English** - ISBN:
**0521782325,9780521782326**

- File size:
**1 930 998** - Format:
**pdf**

Security code:

The possibility of accessing and processing huge quantities of data on financial markets opens the path to new methodologies where systematic comparison between theories and real data not only becomes possible, but mandatory. This book summarizes recent t...

I have used this book as a text for a graduate level financial risk management course, in preparation for the GARP FRM exam (which I passed), and as a reference professionally. The handbook delivers exactly what it says it will, and serves as an excellen...

Jorion's Value at Risk (VaR) will almost surely be assigned in the 2009 Financial Risk Manager (FRM) curriculum. Regardless, it is recommended as an excellent introduction to VaR. There is so much confusion about VaR. For example, some continue to think V...

This book was an early warning to the professional risk management teams of banks about what is predictable and to what confidence intervals events can be realistically viewed within. The hard scienced professionals within the risk management divisions o...

A comprehensive reference and training guide for financial risk management Risk professionals looking to earn the Financial Risk Manager (FRMâ„¢) certification, corporate training programs, professors, and graduate students all rely on one book for the...

Managing financial risks comes down to understanding how to reduce a complex business environment into workable concepts and models. ''The AMA Handbook of Financial Risk Management'' provides readers with the tools they need for dealing with the most impo...

Summarizing market data developments, some inspired by statistical physics, this book explains how to better predict the actual behavior of financial markets with respect to asset allocation, derivative pricing and hedging, and risk control. Risk control ...

The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking...

The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. This book provides a comprehensive treatment of the theoreti...

Inequalities are useful in all fields of Mathematics. The aim of this problem-oriented book is to present elementary techniques in the theory of inequalities. The readers will meet classical theorems including Schur's inequality, Muirhead's theorem, the C...

Many methods for analyzing clustered data exist, all with advantages and limitations in particular applications. Compiled from the contributions of leading specialists in the field, Topics in Modelling of Clustered Data describes the tools and techniques ...

This is the second volume of a collection of original and review articles on recent advances and new directions in a multifaceted and interconnected area of mathematics and its applications. It encompasses many topics in theoretical developments in operat...

This volume is composed of peer-reviewed papers that have developed from the First Conference of the International Society for Non Parametric Statistics (ISNPS). This inaugural conference took place in Chalkidiki, Greece, June 15-19, 2012. It was organize...