About this title: Considers neoclassical models in light of results that can go wrong with them to bring about better models. Questions the assumption that markets clear quickly. Offers a timely examination of the LTCM collapse. Written by a group of well-respected and highly qualified authors.
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Binding: Hardback
Publisher: Wiley New York
Date Published: 2002
ISBN-13:9780471356288ISBN:047135628X
Description: BRAND NEW HARDBACK. 242 by 160 mm. * considers neoclassical models in light of results that can go wrong with them to bring about better models. * questions the assumption that markets clear quickly. * offers a timely examination of the ltcm collapse. * written by a group of well-respected and highly qualified authors. (Hardback) read more
Description: Please note that deliveries to addresses in the UK and Europe will be in 4-14 business days. Other countries should refer to Alibris standard times. A uniquely timely look at where modern financial economic theory has failed-and where we should go from here The collapse of the Scholes-Merton based Long Term Capital Management (LTCM) hedge fund should have sounded alarms or, at least, raised questions about investment strategies based on risk-neutral probabilities. More recently, the fallout of ... read more
Description: PLEASE NOTE: All books are promptly shipped from our UK warehouse using Royal Mail International Priority mail. Heavier or more expensive books are shipped with a TRACKING NUMBER. Professional and reliable bookseller (est.1987). A uniquely timely look at where modern financial economic theory has failed-and where we should go from here The collapse of the Scholes-Merton based Long Term Capital Management (LTCM) hedge fund should have sounded alarms or, at least, raised questions about ... read more
Description: We are no longer able to guarantee delivery by Christmas. PLEASE NOTE that we do not offer expedited shipping. Orders placed with the priority shipping option will automatically be canceled. A uniquely timely look at where modern financial economic theory has failed-and where we should go from here The collapse of the Scholes-Merton based Long Term Capital Management (LTCM) hedge fund should have sounded alarms or, at least, raised questions about investment strategies based on risk-neutral ... read more
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