Description

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. Professor Diebold has selected seminal papers by leading academics which cover multiple markets (equities, bonds, etc.), univariate and multivariate perspectives, connectedness and systemic risks, and stress testing. The collection, along with an original introduction by the editor, will be of interest to academics, market participants, and policy-makers, particularly as we chart a new course following the financial crisis of 2007-2008.

Financial Risk Measurement and Management

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£462.00

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Hardback by Francis X. Diebold

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This authoritative volume charts the origins, development, and current frontiers of financial risk management. It emphasizes the role for risk... Read more

    Publisher: Edward Elgar Publishing Ltd
    Publication Date: 31/08/2012
    ISBN13: 9781849803908, 978-1849803908
    ISBN10: 1849803900

    Number of Pages: 1044

    Non Fiction , Business, Finance & Law

    Description

    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. Professor Diebold has selected seminal papers by leading academics which cover multiple markets (equities, bonds, etc.), univariate and multivariate perspectives, connectedness and systemic risks, and stress testing. The collection, along with an original introduction by the editor, will be of interest to academics, market participants, and policy-makers, particularly as we chart a new course following the financial crisis of 2007-2008.

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