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The Handbook of Post Crisis Financial Modelling
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The Handbook of Post Crisis Financial Modelling

1st ed. 2015

Book Details

Format Hardback or Cased Book
ISBN-10 1137494484
ISBN-13 9781137494481
Edition 1st ed. 2015
Publisher Palgrave Macmillan
Imprint Palgrave Macmillan
Country of Manufacture GB
Country of Publication GB
Publication Date Nov 25th, 2015
Print length 316 Pages
Weight 668 grams
Dimensions 16.70 x 24.20 x 2.30 cms
Ksh 8,100.00
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The 2008 financial crisis was a watershed moment which clearly influenced the public's perception of the role of 'finance' in society. This is the first comprehensive handbook to look at financial modelling post crisis from the legal/historical; empirical modelling; stochastic; and non-stochastic modelling perspectives.
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.

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