Deep Dive Into Financial Models: Modeling Risk And Uncertainty
Author | : Mathieu Le Bellac |
Publisher | : World Scientific Publishing Company |
Total Pages | : 232 |
Release | : 2016-11-14 |
ISBN-10 | : 9789813142121 |
ISBN-13 | : 981314212X |
Rating | : 4/5 (21 Downloads) |
Download or read book Deep Dive Into Financial Models: Modeling Risk And Uncertainty written by Mathieu Le Bellac and published by World Scientific Publishing Company. This book was released on 2016-11-14 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since 2007, the repeated financial crises around the world have brought to the headlines financial practices and models considered to fuel the economic instabilities. Deep Dive into Financial Models: Modeling Risk and Uncertainty comes handy in demystifying the underlying quantitative finance concepts. With a limited use of mathematical formalism, the book explains thoroughly the models, their hypotheses, principles and other building blocks. A particular care is given to model limitations and their misuse for investment strategies, asset pricing, or risk management. Its reader-friendly nature provides readers with a head start in quantitative finance.