图 书 馆
金融危机与风险管理Financial crises and risk management |
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| 课程网址: | http://videolectures.net/risc08_sornette_fcrm/ |
| 主讲教师: | Didier Sornette |
| 开课单位: | 苏黎世联邦理工学院 |
| 开课时间: | 2008-10-17 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | The scientific study of complex systems has transformed a wide range of disciplines in recent years, enabling researchers in both the natural and social sciences to model and predict phenomena as diverse as the failure of materials, earthquakes, global warming, demographic patterns, and financial crises. In this talk, Didier Sornette describes a simple, powerful, and general theory of how, why, and when stock markets crash. Most attempts to explain market failures seek to pinpoint triggering mechanisms that occur hours, days, or weeks before the collapse. Sornette proposes a radically different view: the underlying cause can be sought months and even years before the abrupt, catastrophic event in the build-up of cooperative speculation, into an accelerating rise of the market price, otherwise known as a "bubble." This view implies the possibility of predicting such events and Sornette will describe the current status of predictions that he and his collaborators have made for events in various markets. |
| 关 键 词: | 经济; 复杂科学; 市场 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-06-08：吴雨秋(课程编辑志愿者) |
| 阅读次数: | 30 |