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Book Cover
E-book
Author Los, Cornelis, author

Title Financial Market Risk : Measurement and Analysis / Cornelis Los
Published Routledge, 2006

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Description 1 online resource (496 pages)
Series Routledge international studies in money and banking ; 24
Routledge international studies in money and banking ; 24
Contents Pt. I. Financial risk processes -- 1. Risk -- asset class, horizon and time -- 2. Competing financial market hypotheses -- 3. Stable scaling distributions in finance -- 4. Persistence of financial risk -- Pt. II. Financial risk measurement -- 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 -- Pt. III. Term structure dynamics -- 9. Chaos -- nonunique equilibria processes -- 10. Measuring term structure dynamics -- 11. Simulation of financial turbulence -- Pt. IV. Financial risk management -- 12. Managing VaR and extreme values -- App. A. Original scaling in financial economics -- App. B. S&P500 daily closing prices for 1988
Subject Hedging (Finance)
Risk management.
Risk Management
risk management.
BUSINESS & ECONOMICS -- Economics -- General.
BUSINESS & ECONOMICS -- Finance.
Hedging (Finance)
Risk management
Hedging.
Risk management.
Dynamische modellen.
Stochastische processen.
Hedging (Finance)
Risk management.
Financial risk management.
Couverture (finances) -- Mathématiques.
Gestion du risque.
Form Electronic book
ISBN 9781134469314
1134469314