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 ti...
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Northampton, Massachusetts :
Edward Elgar Publishing Limited ,
c2012
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| Series: | International library of critical writings in economics
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| Subjects: |
Table of Contents:
- 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