Isbn: 9780415278669 - financial market risk: measurement and analysis (routledge international studies in money and banking) (18 resultados)

Condición: New.

Condición: New.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Condición: New.

Hardback. Condición: New. New copy - Usually dispatched within 4 working days.

Condición: New. pp. xxxi + 460.

Condición: New. pp. xxxi + 460.

Condición: New. In English.

Condición: New. This book covers the latest theories and empirical findings of financial risk, its measurement and management, and its applications in the world of finance. Series: Routledge International Studies in Money and Banking. Num Pages: 496 pages, Illustrations. BIC Classification: KFFM; KJMD. Category: (G) General (US: Trade); (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 234 x 156 x 32. Weight in Grams: 885. . 2003. 1st Edition. hardcover. . . . . …

Hardcover. Condición: Brand New. 2nd edition. 460 pages. 9.25x8.25x1.25 inches. In Stock.

Condición: New. This book covers the latest theories and empirical findings of financial risk, its measurement and management, and its applications in the world of finance. Series: Routledge International Studies in Money and Banking. Num Pages: 496 pages, Illustrations. BIC Classification: KFFM; KJMD. Category: (G) General (US: Trade); (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 234 x 156 x 32. Weight in Grams: 885. . 2003. 1st Edition. hardcover. . . . . Books ship from the US and Ireland. …

Condición: New. Cornelis A. Los is Associate Professor of Finance at Kent State University, USA. In the past he has been a Senior Economist of the Federal Reserve Bank of New York and of Nomura Research Institute (America), Inc., and Chief Economist of .

Buch. Condición: Neu. Neuware - 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, such as stock, bond and real estate market, and turbulence in antipersistent financial markets, such as anchor currency markets. It uses Windowed Fourier and Wavelet Multiresolution Analysis to measure the degrees of persistence of these complex markets, by computing monofractal Hurst exponents and multifractal singularity spectra. It explains how and why financial crises and financial turbulence may occur in the various markets and why we may have to reconsider the current wave of term structure modeling based on affine models. It also uses these persistence measurements to improve the financial risk management of global investment funds, via numerical simulations of the nonlinear diffusion equations describing the underlying high frequency dynamic pricing processes.…

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Condición: New. pp. xxxi + 460 This item is printed on demand.