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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.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.
- Appendix B S P500 daily closing prices for 1988Index.