Market Risk and Financial Markets Modeling - Couverture rigide

Couverture rigide

ISBN 10 : 3642279309 ISBN 13 : 9783642279300

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2012

Synopsis

Financial Market and Systemic Risks.- On the development of master in finance & it program in a perm state national research university.-Questions of top management to risk management.- Estimation of market resiliency from high-frequency micex shares trading data.-Market liquidity measurement and econometric modeling.- Modeling of russian equity market microstructure (MICEX: HYDR case).- Asset pricing in a fractional market under transaction costs.- Influence of behavioral finance on the share market.- Hedging with futures: multivariate dynamic conditional correlation GARCH.- A note on the dynamics of hedge-fund-alpha determinants.- Equilibrium on the Interest Rate Market Analysis.- Term structure models.- Current trends in prudential regulation of market risk: from Basel I to Basel III.- Belarusian banking system: market risk factors.- The psychological aspects of human interactions through trading and risk management process.- Options: risk reducing or creating?.- Hierarchical and ultrametric models of financial crashes.- Catastrophe theory in forecasting financial crises.- A mathematical model for market manipulations.- Adaptation of world experience in insider dealing regulation to the specificity of the russian market.- Agent-based model of the stock market.- How can information on CDS contracts be used to estimate liquidity premium in the bond market.- Adelic theory of the stock market.

Détails de l'édition

• Éditeur: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
• Date d'édition: 2012
• Langue: anglais
• ISBN 10: 3642279309
• ISBN 13: 9783642279300
• Reliure: Relié
• Nombre de pages: 276
• Éditeur: Sornette Didier, Ivliev Sergey, Woodard Hilary
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Allemagne