Financial risk measurement and management /
Financial risk measurement and management /
edited by Francis X. Diebold
- Northampton, Mass. : Edward Elgar, 2012
- l, 990 p. : ill. ; 25 cm.
- The international library of critical writings in economics .
- International library of critical writings in economics. .
Includes bibliographical references
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 time-varying volatility. Professor Diebold has selected seminal papers by leading academics which cover multiple markets (equities, bonds, etc.), univariate and multivariate perspectives, connectedness and systemic risks, and stress testing. The collection, along with an original introduction by the editor, will be of interest to academics, market participants, and policymakers, particularly as we chart a new course following the financial crisis of 2007-2008
9781849803908 (hbk.) 1849803900 (hbk.)
Financial risk management
Financial risk--Measurement
Investments
Finance
Economics
Includes bibliographical references
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 time-varying volatility. Professor Diebold has selected seminal papers by leading academics which cover multiple markets (equities, bonds, etc.), univariate and multivariate perspectives, connectedness and systemic risks, and stress testing. The collection, along with an original introduction by the editor, will be of interest to academics, market participants, and policymakers, particularly as we chart a new course following the financial crisis of 2007-2008
9781849803908 (hbk.) 1849803900 (hbk.)
Financial risk management
Financial risk--Measurement
Investments
Finance
Economics