Opis: The Handbook of Post Crisis Financial Modelling - Meryem Duygun, Sergei Fedotov, John Wilson

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.1. Financial Development And Financial Crises: Lessons From The Early United States; Peter L. Rousseau 2. Monetary Transmission And Regulatory Impacts: Empirical Evidence From The Post-Crisis Banking Literature; Jakovljevic Sanja, Hans Degryse And Steven Ongena 3. Market Discipline, Public Disclosure And Financial Stability; Rhiannon Sowerbutts And Peter Zimmerman 4. Strategic Monetary And Fiscal Policy Interaction In A Liquidity Trap; Ali Al-Nowaihi And Sanjit Dhami 5. Analyzing Bank Efficiency: Are 'Too-Big-To-Fail' Banks Efficient?; Hulusi Inanoglu, Michael Jacobs, Jr., Junrong Liu And Robin Sickles 6. Efficiency, Competition And The Shadow Price Of Capital; Thomas Weyman-Jones 7. Model-Free Methods In Valuation And Hedging Of Derivative Securities; Mark H.A. Davis 8. The Private Information Price Of Risk; Jerome Detemple And Marcel Rindisbacher 9. Evolutionary Behavioural Finance; Igor Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppe 10. Post-Crisis Macrofinancial Modelling; Continuous Time Approaches: Jukka Isohatala, Nataliya Klimenko And Alistair Milne 11. Recent Results On Operator Techniques In The Description Of Macroscopic Systems; F. Bagarello

Szczegóły: The Handbook of Post Crisis Financial Modelling - Meryem Duygun, Sergei Fedotov, John Wilson

Tytuł: The Handbook of Post Crisis Financial Modelling
Autor: Meryem Duygun, Sergei Fedotov, John Wilson
Producent: Palgrave Macmillan
ISBN: 9781137494481
Rok produkcji: 2015
Ilość stron: 336
Oprawa: Twarda
Waga: 0.45 kg

Recenzje: The Handbook of Post Crisis Financial Modelling - Meryem Duygun, Sergei Fedotov, John Wilson