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20131027.0 |
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130613s2012 mau eng |
| 020 |
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|a 1849803900 (hardback : alk. paper)
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| 020 |
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|a 9781849803908 (hardback : alk. paper)
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| 050 |
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|a HG4521
|b .F56 2012
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| 090 |
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|a HG4521
|b .F56 2012
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|a Financial risk measurement and management
|c edited by Francis X. Diebold
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| 260 |
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|a Northampton, Massachusetts :
|b Edward Elgar Publishing Limited ,
|c c2012
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| 300 |
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|a l, 990 p. :
|b ill. ;
|c 25 cm.
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| 490 |
1 |
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|a International library of critical writings in economics
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| 504 |
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|a Includes bibliographical references
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| 505 |
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|a 1. The role of financial risk measurement and management? -- 2. Stochastic financial modelling and the failure of normality -- 3. Time-varying volatility -- 4. Bond markets -- 5. Rare event risk -- 6. Financial risk and the business cycle
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| 520 |
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|a 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.
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| 650 |
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|a Economics
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| 650 |
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|a Finance
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| 650 |
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|a Financial risk management
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| 650 |
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|a Financial risk
|x Measurement
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| 650 |
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|a Investments
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| 999 |
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|a 1000158257
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
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