Risk Measures for the 21st Century (The Wiley Finance Series)
Editorial Reviews
Review
“…excellent..provides detailed and up-to-date reference material…written by someone at the top of his field” (Accounting Technician, Sep 2004)
Book Description
The last five years have witnessed a great momentum in the research into measures of financial risk. After many years of ad-hoc and non-consistent measures, now the problem is finally well formulated and some useful and very user-friendly solutions have been proposed. These new measures of risk should be of great interest for investors, financial institutions as well as for regulators.
Under the editorship of Professor Giorgio Szego of the University of Rome "La Sapienza", this book is a collection of the revised and updated papers from prestigious international specialists who are leaders in their field, amongst whom is Robert Engle, a newly-announced Nobel prize-winner in finance. These authors bring a broad perspective across a wide selection of topics, ranging from the critique of some currently used methods, like Value at Risk, to the presentation of some correct risk measures and of some advanced application
The book provides a detailed and up-to-date reference for researchers within academia, and risk managers or financial engineers.
Risk Measures for the 21st Century (The Wiley Finance Series)
Risk Measures for the 21st Century (The Wiley Finance Series),Giorgio Szegö,John Wiley & Sons,0470861541,Asset-liability management (Banking),Business & Economics,Business / Economics / Finance,Business/Economics,Corporate Finance,Finance,Futures And Options Trading,Mathematical models,Risk assessment,Stocks,Business & Economics / Finance,Investment & securities,Risk assessment & analysis for business
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