000			01845cam a2200301Ma 4500
001			vtls000085642
003			KUKTEM
005			20251117141343.0
008			150413s2012 enka b 000 0 eng d
020			_a9781849803908 (hbk.)
020			_a1849803900 (hbk.)
039		9	_a201504131535 _bariffin _c201504131534 _dariffin _y201504131531 _zariffin
040			_aUMP
245	0	0	_aFinancial risk measurement and management / _cedited by Francis X. Diebold
260			_aNorthampton, Mass. : _bEdward Elgar, _c2012
300			_al, 990 p. : _bill. ; _c25 cm.
490	1		_aThe international library of critical writings in economics
504			_aIncludes bibliographical references
520			_aThis 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
650		0	_aFinancial risk management
650		0	_aFinancial risk _xMeasurement
650		0	_aInvestments
650		0	_aFinance
650		0	_aEconomics
700	1		_aDiebold, Francis X.
830		0	_aInternational library of critical writings in economics.
999			_aVIRTUA _c15355 _d15361
999			_aVTLSSORT0080*0400*0200*0201*0900*2450*2600*3000*4900*5040*5200*6500*6501*6502*6503*6504*7000*8300*9992