The blank swan : the end of probability / / Elie Ayache
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| Autore: |
Ayache Elie
|
| Titolo: |
The blank swan : the end of probability / / Elie Ayache
|
| Pubblicazione: | West Sussex, England : , : Wiley, , 2010 |
| ©2010 | |
| Descrizione fisica: | 1 online resource (498 p.) |
| Disciplina: | 332.632 |
| 332.64/5 | |
| 332.645 | |
| Soggetto topico: | Options (Finance) |
| Derivative securities - Prices | |
| Capital market | |
| Classificazione: | QK 660 |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | The BLANK Swan; Contents; Introduction; PART I WRITING AND EVENT; 1 Writer of The BLANK Swan; 2 The Writing of Derivatives; 3 The Event of the Market; 4 Writing and the Market; PART II ABSOLUTE CONTINGENCY AND THE RETURN OF SPECULATION; 5 The Necessity of Contingency; 6 Passage to the Future; 7 Necessity of the Future; 8 Necessity of Writing; PART III FLIGHT TO SYDNEY, OR THE GENESIS OF THE BOOK; 9 The Mathematics of Price; 10 Barton Fink; 11 The Narrative Adventure; 12 Out of the Box; 13 The Prestige; 14 The Geographical Process |
| PART IV CONVERSION OF CREDIT INTO EQUITY, OR THE GENESIS OF THE MARKET15 History of the Market; 16 From Debt to Equity; 17 The Market and the Philosophy of Difference; 18 Future of the Market; 19 Appendix 1 The Logic and Mathematics of Regime Switching; 20 Appendix 2 From 'Being and Time' to 'Being and Place' with Jeff Malpas; Bibliography; Index | |
| Sommario/riassunto: | October 19th 1987 was a day of huge change for the global finance industry. On this day the stock market crashed, the Nobel Prize winning Black-Scholes formula failed and volatility smiles were born, and on this day Elie Ayache began his career, on the trading floor of the French Futures and Options Exchange. Experts everywhere sought to find a model for this event, and ways to simulate it in order to avoid a recurrence in the future, but the one thing that struck Elie that day was the belief that what actually happened on 19th October 1987 is simply non reproducible ou |
| Titolo autorizzato: | The blank swan |
| ISBN: | 0-470-66176-3 |
| 1-119-20635-9 | |
| 1-282-88880-3 | |
| 9786612888809 | |
| 0-470-66012-0 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910830238603321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |