Market Tremors: Quantifying Structural Risks in Modern Financial Markets

By Hari P. Krishnan

Provides a consistent framework for dealing with credit and positioning riskIncludes practitioner examples and techniques for adjusting traditional risk measures
Applies Mean Field Theory to reduce the dimensionality of the problem dramatically

• Format: Paperback
• Language: English
• ISBN: 3030792528
• ISBN13: 9783030792527
• Release Date: September 2021
• Publisher: Palgrave MacMillan
• Length: 248 Pages
• Weight: 0.83 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"