Overview
Market Risk and Financial Markets Modeling is a book by Didier Sornette, Sergey Ivliev and Hilary Woodard, first published in 2012. In this catalogue it is classified mainly under Risk Management and Mathematical Finance, with secondary coverage of Portfolio Optimization and Options and Volatility.
Audience and depth. The rule-based model places its mathematical difficulty at advanced level (7/10); readers are typically expected to know calculus, probability theory, statistics and stochastic processes.
Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).
How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 95% and difficulty confidence is 68%; the catalogue lists no ratings or awards.