國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Market tremorsquantifying structural...

Bennington, Ash.

Market tremorsquantifying structural risks in modern financial markets /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Market tremorsby Hari P. Krishnan, Ash Bennington.
其他題名:	quantifying structural risks in modern financial markets /
作者:	Krishnan, Hari P.
其他作者:	Bennington, Ash.
出版者:	Cham :Springer International Publishing :2021.
面頁冊數:	xv, 248 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
標題:	Financial risk managementMathematical models.
電子資源:	https://doi.org/10.1007/978-3-030-79253-4
ISBN:	9783030792534$q(electronic bk.)

Market tremorsquantifying structural risks in modern financial markets /
Krishnan, Hari P.

Market tremorsquantifying structural risks in modern financial markets /[electronic resource] :by Hari P. Krishnan, Ash Bennington. - Cham :Springer International Publishing :2021. - xv, 248 p. :ill., digital ;24 cm.

Chapter 1: Introduction -- Chapter 2: Financial Networks in the Presence of a Dominant Agent -- Chapter 3: Exchange-Traded Products as a Source of Network Risk -- Chapter 4: The VIX "Volmaggedon", with Exchange-Traded Notes Destabilizing the Market -- Chapter 5: Liquidity Fissures in the Corporate Bond Markets -- Chapter 6: Market Makers, Stabilizing or Disruptive? -- Chapter 7: The Elephants in the Room: Banks and the "Almighty" Central Bank -- Chapter 8: Playing Defense and Attack in the Presence of a Dominant Agent.

ISBN: 9783030792534$q(electronic bk.)

Standard No.: 10.1007/978-3-030-79253-4doiSubjects--Topical Terms:

290465
Financial risk management
--Mathematical models.

LC Class. No.: HD61 / .K75 2021

Dewey Class. No.: 658.155

Market tremorsquantifying structural risks in modern financial markets /
LDR:01516nmm a2200313 a 4500 001 609462
003 DE-He213
005 20210914204934.0
006 m d
007 cr nn 008maaau
008 220222s2021 sz s 0 eng d
020 $a 9783030792534$q(electronic bk.)
020 $a 9783030792527$q(paper)
024 7 $a 10.1007/978-3-030-79253-4 $2 doi
035 $a 978-3-030-79253-4
040 $a GP $c GP
041 0 $a eng
050 4 $a HD61 $b .K75 2021
072 7 $a KJM $2 bicssc
072 7 $a BUS033070 $2 bisacsh
072 7 $a KJM $2 thema
082 0 4 $a 658.155 $2 23
090 $a HD61 $b .K92 2021
100 1 $a Krishnan, Hari P. $3 906998
245 1 0 $a Market tremors $h [electronic resource] : $b quantifying structural risks in modern financial markets / $c by Hari P. Krishnan, Ash Bennington.
260 $a Cham : $b Springer International Publishing : $b Imprint: Palgrave Macmillan, $c 2021.
300 $a xv, 248 p. : $b ill., digital ; $c 24 cm.
505 0 $a Chapter 1: Introduction -- Chapter 2: Financial Networks in the Presence of a Dominant Agent -- Chapter 3: Exchange-Traded Products as a Source of Network Risk -- Chapter 4: The VIX "Volmaggedon", with Exchange-Traded Notes Destabilizing the Market -- Chapter 5: Liquidity Fissures in the Corporate Bond Markets -- Chapter 6: Market Makers, Stabilizing or Disruptive? -- Chapter 7: The Elephants in the Room: Banks and the "Almighty" Central Bank -- Chapter 8: Playing Defense and Attack in the Presence of a Dominant Agent.
650 0 $a Financial risk management $x Mathematical models. $3 290465
650 0 $a Investments $x Mathematical models. $3 221368
650 1 4 $a Risk Management. $3 297189
650 2 4 $a Financial Services. $3 747489
700 1 $a Bennington, Ash. $3 906999
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer Nature eBook
856 4 0 $u https://doi.org/10.1007/978-3-030-79253-4
950 $a Economics and Finance (SpringerNature-41170)