{"product_id":"market-risk-and-financial-markets-didier-sornette-9783642439742","title":"Market Risk and Financial Markets Modeling","description":"\u003cp\u003eFinancial Market and Systemic Risks.- On the development of master in finance \u0026amp; it program in a perm state national research university.-Questions of top management to risk management.- Estimation of market resiliency from high-frequency micex shares trading data.-Market liquidity measurement and econometric modeling.- Modeling of russian equity market microstructure (MICEX: HYDR case).- Asset pricing in a fractional market under transaction costs.- Influence of behavioral finance on the share market.- Hedging with futures: multivariate dynamic conditional correlation GARCH.- \u003ci\u003e \u003c\/i\u003eA note on the dynamics of hedge-fund-alpha determinants.- Equilibrium on the Interest Rate Market Analysis.- Term structure models.- Current trends in prudential regulation of market risk: from Basel I to Basel III.- Belarusian banking system: market risk factors.- The psychological aspects of human interactions through trading and risk management process.- Options: risk reducing or creating?.- Hierarchical and ultrametric models of financial crashes.- Catastrophe theory in forecasting financial crises.- A mathematical model for market manipulations.- Adaptation of world experience in insider dealing regulation to the specificity of the russian market.- Agent-based model of the stock market.- How can information on CDS contracts be used to estimate liquidity premium in the bond market.- Adelic theory of the stock market.\u003c\/p\u003e\u003cp\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Didier Sornette\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3642439748\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783642439742\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 02\/22\/2014\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 268\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.86lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.58d\u003c\/p\u003e","brand":"Didier Sornette","offers":[{"title":"Paperback","offer_id":44073657499903,"sku":"9783642439742","price":159.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_c49785c8-740c-450e-a42f-f0725e28270d.jpg?v=1685449126","url":"https:\/\/www.whiterainbookhouse.com\/products\/market-risk-and-financial-markets-didier-sornette-9783642439742","provider":"WR Book House","version":"1.0","type":"link"}