Sökresultat för: Malcolm Kemp
Extreme Events - Robust Portfolio Construction in the Presence of Fat Tails (Häftad)
avMalcolm Kemp
ISBN: 9780470750131 - UTGIVEN: 2010-11-30With slight exaggeration, a case can be made that modern finance has been built, in practice, if not in theory, on implicit tolerance and widespread ignorance of extreme events.[...]
Market Consistency: Model Calibration in Imperfect Markets (Inbunden)
avMalcolm Kemp
ISBN: 9780470770887 - UTGIVEN: 2009-11-30Explains in a logical sequence when and how market consistency should be used, what it means for different financial disciplines and how it can be achieved for both liquid and less liquid positions.[...]
