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Derivative securities --- Risk management --- Investment analysis --- Mathematical models. --- Derivative securities - Mathematical models. --- Risk management - Mathematical models. --- Investment analysis - Mathematical models. --- Gestion du risque

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Investment management --- Investment analysis --- Portfolio management --- Mathematical models --- portfoliobeheer --- risk management --- beurswezen --- forecasting --- beleggingen --- mathematische modellen, toegepast op economie --- -Portfolio management --- -332.6 --- Investments --- Securities --- Analysis of investments --- Analysis of securities --- Security analysis --- Investment analysis - Mathematical models --- Portfolio management - Mathematical models

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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.

Investment analysis -- Mathematical models. --- Investment analysis. --- Risk management -- Mathematical models. --- Risk management. --- Stochastic models. --- Finance --- Business & Economics --- Investment & Speculation --- Portfolio management. --- Stock price forecasting. --- Forecasting, Stock price --- Security price forecasting --- Stocks --- Analysis of investments --- Analysis of securities --- Security analysis --- Investment management --- Prices --- Forecasting --- Business forecasting --- Investment analysis --- Investments --- Securities --- Financial risk --- E-books --- Business risk (Finance) --- Money risk (Finance) --- Risk --- Financial risk. --- Asset allocation. --- International financial management

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Money market. Capital market --- International finance --- Operational research. Game theory --- Investments --- Investment analysis --- Cash flow --- Interest rates --- Derivative securities --- Investissements --- Analyse financière --- Marge brute d'autofinancement --- Taux d'intérêt --- Instruments dérivés (Finances) --- Mathematical models --- Modèles mathématiques --- 658.155.012.7 --- -Investment analysis --- -Cash flow --- -Interest rates --- -Derivative securities --- -Investments --- -332.6 --- Derivative financial instruments --- Derivative financial products --- Derivative instruments --- Derivatives (Finance) --- Financial derivatives --- Securities --- Structured notes (Securities) --- Money market rates --- Rate of interest --- Rates, Interest --- Interest --- Corporations --- Liquidity (Economics) --- Analysis of investments --- Analysis of securities --- Security analysis --- Investing --- Investment management --- Portfolio --- Finance --- Disinvestment --- Loans --- Saving and investment --- Speculation --- Profit. Loss. Earning power. Trends in profitability. Yield. Trading profit, return--?.012.7 --- 658.155.012.7 Profit. Loss. Earning power. Trends in profitability. Yield. Trading profit, return--?.012.7 --- Analyse financière --- Taux d'intérêt --- Instruments dérivés (Finances) --- Modèles mathématiques --- 332.6 --- Investments - Mathematical models --- Investment analysis - Mathematical models --- Cash flow - Mathematical models --- Interest rates - Mathematical models --- Derivative securities - Mathematical models