Financial Market Risk - Measurement and Analysis

List of contents

Part I: Financial Risk Processes 1. Risk: Asset Class, Horizon, and Time2. Competing Financial Market Hypotheses3. Stable Scaling Distributions in Finance4. Persistence of Financial RiskPart II: Financial Risk Measurement 5. Frequency Analysis of Financial Risk6. Fourier Time - Frequency Analysis of Risk7. Wavelet Time - Scale Analysis of Risk8. Multiresolution Analysis of Local RiskPart III: Term Structure Dynamics 9. Chaos: Nonunique Equilibrium Processes10. Measuring Term Structure Dynamics11. Financial Turbulence: Measurement and SimulationPart 4: Financial Risk Management 12. Managing VaR and Extreme Values

Summary

This book covers the latest theories and empirical findings of financial risk, its measurement and management, and its applications in the world of finance.

Product details

• Authors: Cornelis Los, Los Cornelis
• Publisher: Taylor and Francis
• Languages: English
• Product format: Hardback
• Released: 24.07.2003
• EAN: 9780415278669
• ISBN: 978-0-415-27866-9
• No. of pages: 496
• Dimensions: 156 mm x 234 mm x 32 mm
• Weight: 1080 g
• Series: Routledge International Studies in Money and Banking
• Subjects: Social sciences, law, business > Business; Business & Economics / General, Economics, BUSINESS & ECONOMICS / Economics / General, BUSINESS & ECONOMICS / Finance / General, Insurance & actuarial studies, Insurance and actuarial studies