Financial Market Risk

Financial Market Risk
Author :
Publisher : Routledge
Total Pages : 521
Release :
ISBN-10 : 9781134469314
ISBN-13 : 1134469314
Rating : 4/5 (314 Downloads)

Book Synopsis Financial Market Risk by : Cornelis Los

Download or read book Financial Market Risk written by Cornelis Los and published by Routledge. This book was released on 2003-07-24 with total page 521 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new book uses advanced signal processing technology to measure and analyze risk phenomena of the financial markets. It explains how to scientifically measure, analyze and manage non-stationarity and long-term time dependence (long memory) of financial market returns. It studies, in particular, financial crises in persistent financial markets,


Financial Market Risk Related Books

Financial Market Risk
Language: en
Pages: 521
Authors: Cornelis Los
Categories: Business & Economics
Type: BOOK - Published: 2003-07-24 - Publisher: Routledge

GET EBOOK

This new book uses advanced signal processing technology to measure and analyze risk phenomena of the financial markets. It explains how to scientifically measu
Market Risk and Financial Markets Modeling
Language: en
Pages: 260
Authors: Didier Sornette
Categories: Business & Economics
Type: BOOK - Published: 2012-02-03 - Publisher: Springer Science & Business Media

GET EBOOK

The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forward-looking expectations for
Financial Risk Forecasting
Language: en
Pages: 307
Authors: Jon Danielsson
Categories: Business & Economics
Type: BOOK - Published: 2011-04-20 - Publisher: John Wiley & Sons

GET EBOOK

Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching
Managing Downside Risk in Financial Markets
Language: en
Pages: 302
Authors: Frank A. Sortino
Categories: Business & Economics
Type: BOOK - Published: 2001-10-02 - Publisher: Butterworth-Heinemann

GET EBOOK

Quantitative methods have revolutionized the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and go
Measuring Market Risk
Language: en
Pages: 395
Authors: Kevin Dowd
Categories: Business & Economics
Type: BOOK - Published: 2003-02-28 - Publisher: John Wiley & Sons

GET EBOOK

The most up-to-date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and