01845cam a2200301Ma 4500 vtls000085642 KUKTEM 20251117141343.0 150413s2012 enka b 000 0 eng d 9781849803908 (hbk.) 1849803900 (hbk.) 201504131535 ariffin 201504131534 ariffin 201504131531 ariffin UMP 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 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 Financial risk management Financial risk Measurement Investments Finance Economics Diebold, Francis X. International library of critical writings in economics. 0 0 0 1 20000 20000 2019-09-04 1620.58 0 HG4521 .F56 2012 r 0000094788 2019-09-04 00:00:00 1 1620.58 2019-09-04 REF VIRTUA 15355 15361 VTLSSORT0080*0400*0200*0201*0900*2450*2600*3000*4900*5040*5200*6500*6501*6502*6503*6504*7000*8300*9992