Risk pricing : using quantum electrodynamics for higher order risks
A guide to how the financial world got risk so badly wrong - and how it might avoid doing so again. It helps to manage risk through the correct pricing of exposure embedded in financial products
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Format: | Book |
Language: | English |
Published: |
Petersfield, Hampshire :
Harriman House ,
c2010
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Subjects: |
Table of Contents:
- 1. Risk in finance
- 2. Virtual economy and risk management
- 3. Product pricing in the virtual economy
- 4. Not everything that counts gets counted
- 5. Applying Feynman diagrams in risk management
- 6. Legal risk and Ponzi risk
- 7. Overleveraging risk
- 8. Risk of poor supervision