Financial Market Risk

Financial Market Risk
Author :
Publisher : Routledge
Total Pages : 513
Release :
ISBN-10 : 9781134469314
ISBN-13 : 1134469314
Rating : 4/5 (314 Downloads)
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Book Synopsis Financial Market Risk by : Cornelis Los

Download or read book Financial Market Risk written by Cornelis Los and published by Routledge. This book was released on 2003-07-24 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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,


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