Sinopsis
Advances in Financial Risk Management presents the latest research on measuring, managing and pricing financial risk. It provides an expansive view of the latest techniques available to academics and practitioners in three critical areas: corporate, financial and portfolio risk management. It brings together both empirical and theoretical perspectives on issues that remain paramount despite financial market volatility abating in recent years.
Looking ahead, the prospects for the financial services industry are for more regulatory oversight and attention being paid to the modeling and measuring of financial risk. This volume contributes to this ongoing debate and provides valuable insights into the issues and appropriate practice of financial risk management.
Advances in Financial Risk Management is essential reading for anyone interested in better understanding the latest developments in risk management in the post-Global Financial Crisis (GFC) environment.
Acerca del autor
Gabriel Frahm, Helmut Schmidt University, Germany Christof Wiechers, University of Cologne, Germany Asmerilda Hitaj, University of Milan, Italy Lorenzo Mercuri, University of Milan, Italy Alessandro Casati, Antares Technologies, France Serge Tabachnik, Antares Technologies, France Mohammad S. Hasan, University of Kent, UK Taufiq Choudhry, University of Southampton, UK Tim Leung, Columbia University, USA Peng Liuz, Johns Hopkins University, USA Leandro Maciel, University of Campinas, Brazil Philippe Durand, Banque de France, Paris, France Yalin Gündüz, Deutsche Bundesbank, Frankfurt, Germany Isabelle Thomazeau, Banque de France, Paris, France Tim R. Adam, Humboldt University of Berlin, Germany Chitru S. Fernando, University of Oklahoma, USA Evgenia Golubeva, University of Oklahoma, USA Abraham Lioui, EDHEC Business School, France Ha Yan Raymond So, MacroValue Investors Ltd, Hong Kong, and King's College London, UK Tarik Driouchi, King's College London, UK Zhiyuan Simon Tan, King's College London, UK Craig O. Brown, National University of Singapore, Singapore Daniel A. Rogers, Portland State University, USA Jacek Niklewski, Coventry University, UK Timothy Rodgers, Coventry University, UK Francesca Battaglia, Università Parthenope, Italy Maria Mazzuca, Università della Calabria, Italy Shane Magee, Macquarie University, Australia Rodolfo Maino, International Monetary Fund, USA Kalin Tintchev, International Monetary Fund, USA Amrita Nain,University of Iowa, USA
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