The Crisis of Crowding: Quant Copycats, Ugly Models, and the New Crash Normal 豆 0.0分

资源最后更新于 2020-08-18 15:44:19

作者：Ludwig B. Chincarini

出版社：Bloomberg Press

出版日期：2012-01

ISBN：9781118250020

文件格式： pdf

标签： 金融 经济学 量化 finance 金融数学 美国历史 Finance 股票

简介· · · · · ·

A rare analytical look at the financial crisis using simple analysis The economic crisis that began in 2008 revealed the numerous problems in our financial system, from the way mortgage loans were produced to the way Wall Street banks leveraged themselves. Curiously enough, however, most of the reasons for the banking collapse are very similar to the reasons that Long-Term Cap...