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OverviewFull Product DetailsAuthor: Didier Sornette , Sergey Ivliev , Hilary WoodardPublisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K Edition: 2012 ed. Dimensions: Width: 15.50cm , Height: 1.50cm , Length: 23.50cm Weight: 0.427kg ISBN: 9783642439742ISBN 10: 3642439748 Pages: 268 Publication Date: 22 February 2014 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Manufactured on demand We will order this item for you from a manufactured on demand supplier. Table of ContentsFinancial 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.ReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |