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The Handbook of Post Crisis Financial Modelling (Hardcover, 1st ed. 2015)
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The Handbook of Post Crisis Financial Modelling (Hardcover, 1st ed. 2015)
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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. 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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