por
Woods, Margaret
Signatura topográfica preferida
332.042 INT
Fecha de publicación
2008
Formato:
Libros
Relevancia:
89656.3281
por
Bouchaud, Jean-Philippe, 1962- author.
Signatura topográfica preferida
658.155 21
Fecha de publicación
2003
Resumen
Risk control and derivative pricing have become of major concern to financial institutions. The need for adequate statistical tools to measure an anticipate the amplitude of the potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, however, are based on simplified assumptions and lead to a systematic (and sometimes dramatic) underestimation of real risks. Theory of Financial Risk and Derivative Pricing summarizes recent theoretical developments, some of which were inspired by statistical physics. Starting from the detailed analysis of market data, one can take into account more faithfully the real behaviour of financial markets (in particular the 'rare events') for asset allocation, derivative pricing and hedging, and risk control. This book will be of interest to physicists curious about finance, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance.
Formato:
Recursos electrónicos
Relevancia:
87256.7813
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por
Sun, William, 1962-
Signatura topográfica preferida
332 23
Fecha de publicación
2011
Resumen
The recent global financial crisis has indicated that the conventional dominant paradigm in finance is unable to cope with the problems of financial systems, markets, and behaviour of financial institutions, and failed to understand the proper role of finance in society and the economic system as a whole. Drawing on the recent movements of corporate social responsibility, socially responsible investing and sustainable development, this volume goes further to examine the ongoing making of financial reality towards social responsibility and sustainability, and aims at a better understanding of finance as a collective construct and endeavour embedded in societal context. Bringing together leading scholarly thinking this collection opens new avenues of comprehending corporate social responsibility, reveals mechanisms and strategies in shaping the reality of responsible finance, searches alternative approaches towards financial sustainability, and explores new thinking of coping with complex financial choice and financial risks. Moving away from the conventional financial paradigm, this volume demonstrates paradigm shifting in the financial world and provides fresh insights on how we may reshape the financial reality to enable societal betterment and prevent any future financial crisis.
Formato:
Recursos electrónicos
Relevancia:
0.0864
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