| Description |
xxxi, 460 pages : illustrations ; 24 cm |
| 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 |
| Bibliography |
Includes bibliographical references and index |
| Notes |
Also available online via the World Wide Web, by subscription to ECHO (Ebrary) |
| Subject |
Hedging (Finance)
|
|
Risk management.
|
| Author |
ebrary, Inc.
|
| LC no. |
2003040924 |
| ISBN |
041527866X |
|
