Financial Risk Measurement and Management

This authoritative volume charts the origins, development, and current frontiers of financial risk management. It emphasizes the role for risk management created by real-world market imperfections, and progresses to consider stochastic financial modeling, the failure of 'normality', and time-varying volatility. Zusammenfassung This authoritative volume charts the origins, development, and current frontiers of financial risk management. It emphasizes the role for risk management created by real-world market imperfections, and progresses to consider stochastic financial modeling, the failure of ‘normality’, and time-varying volatility.

Product details

• Authors: Francis X. (EDT) Diebo, Francis X. Diebold
• Assisted by: Francis X. Diebold (Editor)
• Publisher: Elgar, Edward
• Languages: English
• Product format: Hardback
• Released: 31.08.2012
• EAN: 9781849803908
• ISBN: 978-1-84980-390-8
• No. of pages: 1044
• Series: The International Library of Critical Writings in Economics Series
• Subject: Social sciences, law, business > Business > Business administration