The handbook of post crisis financial modelling / edited by Emmanuel Haven, Philip Molyneux, John O.S. Wilson, Sergei Fedotov, Meryem Duygun.

The 2008 financial crisis was a watershed moment which clearly influenced the public's perception of the role of 'finance' in society. Since 2008, a plethora of books and newspaper articles have been produced accusing the academic community of being unable to produce valid models whic...

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Online Access: Full Text (via Springer)
Other Authors: Haven, Emmanuel (Editor), Molyneux, Philip (Editor), Wilson, John O. S. (Editor), Fedotov, Sergei (Editor), Duygun, Meryem (Editor)
Format: Electronic eBook
Language:English
Published: Houndmills, Basingstoke, Hampshire ; New York, NY : Palgrave Macmillan, 2016.
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Summary:The 2008 financial crisis was a watershed moment which clearly influenced the public's perception of the role of 'finance' in society. Since 2008, a plethora of books and newspaper articles have been produced accusing the academic community of being unable to produce valid models which can accommodate those extreme events. This unique Handbook brings together leading practitioners and academics in the areas of banking, mathematics, and law to present original research on the key issues affecting financial modelling since the 2008 financial crisis. As well as exploring themes of distributional assumptions and efficiency the Handbook also explores how financial modelling can possibly be re-interpreted in light of the 2008 crisis.
Physical Description:1 online resource (XIX, 316 pages)
Bibliography:Includes bibliographical references and index.
ISBN:9781137494498
1137494492
1786846896
9781786846891
Language:English.