New item Free shipping Pay Now
Add this item to Cart for a combined free shipping deal
Click to enlarge photo

Listing Detail Tabs

Delivery takes approximately 4-7 business days.

This title is In Stock in the Booktopia Distribution Centre. We will send you a confirmation email with a Tracking Code to follow the progress of your parcel when it ships.

Extreme Financial Risks and Asset Allocation
Author: Olivier A. Le Courtois

ISBN: 9781783263080
Format: Hardcover
Number Of Pages: 372
Published: 23 January 2014
Country of Publication: GB
Dimensions (cm): 23.1 x 15.5 x 2.3
Description:
Each financial crisis calls for - by its novelty and the mechanisms it shares with preceding crises - appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these risks in an environment where asset prices are subject to sudden, rough, and unpredictable changes. These phenomena, mathematically known as "jumps", play an important role in practice. Their quantitative treatment is generally tricky and is sparsely tackled in similar books. One of the main appeals of this book lies in its approachable and concise presentation of the ad hoc mathematical tools without sacrificing the necessary rigor and precision.This book contains theories and methods which are usually found in highly technical mathematics books or in scattered, often very recent, research articles. It is a remarkable pedagogical work that makes these difficult results accessible to a large readership. Researchers, Masters and PhD students, and financial engineers alike will find this book highly useful.

Returns Policy:
30-day money back guarantee for return if the item is not as described, is damaged or is faulty. We do not offer a refund if you change your mind.

Customs Charges & Duties:
Orders over the value of $270 will be liable for customs charges, taxes including GST and brokerage costs which are the recipient's sole responsibility.
There were no answered questions or comments placed on this listing.
Your question and answer privileges have been disabled.
You must log in to view questions and answers on this listing. We recommend reading questions before you make any purchases.
Please log in to view questions and answers on this listing. We recommend reading questions before you make any purchases. Available only to approved bidders. You must be an authenticated member to ask questions Find out more about becoming authenticated. Your account is in debt Your current account balance is You must credit your account to use this feature.
Firearms Licence #
By entering my licence number, I confirm I am aware of my obligations under the Arms Act.
Transaction details may be provided to police in accordance with the Terms & Conditions.
Your current account balance is Please note you will lose your question and answer privileges if your account is in debt for more than 2 weeks. Credit your account.
I confirm that I am over 18 years old.
To prevent your personal details being misused please do not put emails or phone numbers in questions. Failure to comply may result in the suspension of your account. The seller cannot add a Buy Now price once bidding has started.

Shipping options

  • Free shipping within New Zealand  

Payment options