Publication

2012 - Elgar Publishing Limited, Edward

Language

English

Word Count

247,500 words, Guess

Page Count

990 pages

Identifiers

and 1 more

Classifications

  • LCCHG4521
  • LCCHG4521 .F66 2012

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 policymakers, particularly as we chart a new course following the financial crisis of 2007-2008.

Subjects

Reader Reviews

No reviews yet for this book.

Be the first to share your thoughts!