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Financial Market Risk : Measurement and Analysis.
This book covers the latest theories and empirical findings of financial risk, its measurement and management, and its applications in the world of finance.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
Taylor & Francis Ltd.,
2003.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Los, Cornelis A. | |
| 245 | 1 | 0 | |a Financial Market Risk : |b Measurement and Analysis. |
| 260 | |a Hoboken : |b Taylor & Francis Ltd., |c 2003. | ||
| 300 | |a 1 online resource (493 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 505 | 0 | |a Book Cover; Title; Copyright; Contents; Preface; Introduction; 1 Risk asset class horizon and time; 2 Competing financial market hypotheses; 3 Stable scaling distributions in finance; 4 Persistence of financial risk; 5 Frequency analysis of financial risk; 6 Fourier time frequency analysis of risk; 7 Wavelet time scale analysis of risk; 8 Multiresolution analysis of local risk; 9 Chaos nonunique equilibria processes; 10 Measuring term structure dynamics; 11 Simulation of financial turbulence; 12 Managing VaR and extreme values; Appendix A original scaling in financial economics. | |
| 505 | 8 | |a Appendix B S P500 daily closing prices for 1988Index. | |
| 520 | |a This book covers the latest theories and empirical findings of financial risk, its measurement and management, and its applications in the world of finance. | ||
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Hedging (Finance) | |
| 650 | 0 | |a Risk management. | |
| 650 | 6 | |a Couverture (Finances) | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a Hedging (Finance) |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
| 776 | 1 | |z 9780415278669 | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=243183 |z Texto completo |
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| 938 | |a ProQuest Ebook Central |b EBLB |n EBL243183 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 34798 | ||
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