000 03684nam a22003855i 4500
001 306152
003 MX-SnUAN
005 20160429160021.0
007 cr nn 008mamaa
008 150903s2012 gw | o |||| 0|eng d
020 _a9783642279317
_99783642279317
024 7 _a10.1007/9783642279317
_2doi
035 _avtls000358614
039 9 _a201509030607
_bVLOAD
_c201405070233
_dVLOAD
_y201402191525
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aHG1-9999
100 1 _aSornette, Didier.
_eeditor.
_9326990
245 1 0 _aMarket Risk and Financial Markets Modeling /
_cedited by Didier Sornette, Sergey Ivliev, Hilary Woodard.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2012.
300 _aiv, 263 páginas 70 ilustraciones, 10 ilustraciones en color.
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
500 _aSpringer eBooks
505 0 _aFinancial 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.
520 _aThe current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forward-looking expectations for upcoming losses originated from market risks. The Proceedings of the Perm Winter School 2011 propose insights on many key issues and advances in financial markets modeling and risk measurement aiming to bridge the gap. The key addressed topics include: hierarchical and ultrametric models of financial crashes, dynamic hedging, arbitrage free modeling the term structure of interest rates, agent based modeling of order flow, asset pricing in a fractional market, hedge funds performance and many more.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aIvliev, Sergey.
_eeditor.
_9345347
700 1 _aWoodard, Hilary.
_eeditor.
_9345348
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783642279300
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-642-27931-7
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942 _c14
999 _c306152
_d306152