Financial Risk Measurement and Management

Edited by Francis Diebold

in Books from Edward Elgar Publishing

Abstract: 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.

Keywords: Economics and Finance (search for similar items in EconPapers)
JEL-codes: G0 (search for similar items in EconPapers)
Date: 2012
ISBN: 9781849803908
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Citations: View citations in EconPapers (22)

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