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Financial market risk : measurement and analysis / / ornelis A. Los
| Financial market risk : measurement and analysis / / ornelis A. Los |
| Autore | Los Cornelis Albertus <1951, > |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 2003 |
| Descrizione fisica | 1 online resource (493 p.) |
| Disciplina | 332/.01/5195 |
| Collana | Routledge international studies in money and banking |
| Soggetto topico |
Hedging (Finance)
Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-429-24222-0
1-134-46932-2 1-280-34798-8 9786610347988 0-203-98763-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Book Cover; Title; Copyright; Contents; Preface; Introduction; 1 Risk asset class horizon and time; 2 Competing financial market hypotheses; 3 Stable scaling distributions in finance; 4 Persistence of financial risk; 5 Frequency analysis of financial risk; 6 Fourier time frequency analysis of risk; 7 Wavelet time scale analysis of risk; 8 Multiresolution analysis of local risk; 9 Chaos nonunique equilibria processes; 10 Measuring term structure dynamics; 11 Simulation of financial turbulence; 12 Managing VaR and extreme values; Appendix A original scaling in financial economics
Appendix B S P500 daily closing prices for 1988Index |
| Record Nr. | UNINA-9910451495203321 |
Los Cornelis Albertus <1951, >
|
||
| London ; ; New York : , : Routledge, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial market risk : measurement and analysis / / ornelis A. Los
| Financial market risk : measurement and analysis / / ornelis A. Los |
| Autore | Los Cornelis Albertus <1951, > |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 2003 |
| Descrizione fisica | 1 online resource (493 p.) |
| Disciplina | 332/.01/5195 |
| Collana | Routledge international studies in money and banking |
| Soggetto topico |
Hedging (Finance)
Risk management |
| ISBN |
1-134-46931-4
0-429-24222-0 1-134-46932-2 1-280-34798-8 9786610347988 0-203-98763-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Book Cover; Title; Copyright; Contents; Preface; Introduction; 1 Risk asset class horizon and time; 2 Competing financial market hypotheses; 3 Stable scaling distributions in finance; 4 Persistence of financial risk; 5 Frequency analysis of financial risk; 6 Fourier time frequency analysis of risk; 7 Wavelet time scale analysis of risk; 8 Multiresolution analysis of local risk; 9 Chaos nonunique equilibria processes; 10 Measuring term structure dynamics; 11 Simulation of financial turbulence; 12 Managing VaR and extreme values; Appendix A original scaling in financial economics
Appendix B S P500 daily closing prices for 1988Index |
| Record Nr. | UNINA-9910783861203321 |
|
Los Cornelis Albertus <1951, >
|
||
| London ; ; New York : , : Routledge, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial market risk : measurement and analysis / / ornelis A. Los
| Financial market risk : measurement and analysis / / ornelis A. Los |
| Autore | Los Cornelis Albertus <1951, > |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 2003 |
| Descrizione fisica | 1 online resource (493 p.) |
| Disciplina | 332/.01/5195 |
| Collana | Routledge international studies in money and banking |
| Soggetto topico |
Hedging (Finance)
Risk management |
| ISBN |
1-134-46931-4
0-429-24222-0 1-134-46932-2 1-280-34798-8 9786610347988 0-203-98763-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Book Cover; Title; Copyright; Contents; Preface; Introduction; 1 Risk asset class horizon and time; 2 Competing financial market hypotheses; 3 Stable scaling distributions in finance; 4 Persistence of financial risk; 5 Frequency analysis of financial risk; 6 Fourier time frequency analysis of risk; 7 Wavelet time scale analysis of risk; 8 Multiresolution analysis of local risk; 9 Chaos nonunique equilibria processes; 10 Measuring term structure dynamics; 11 Simulation of financial turbulence; 12 Managing VaR and extreme values; Appendix A original scaling in financial economics
Appendix B S P500 daily closing prices for 1988Index |
| Record Nr. | UNINA-9910799982903321 |
|
Los Cornelis Albertus <1951, >
|
||
| London ; ; New York : , : Routledge, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||