Financial Market Risk
| Author | : Cornelis Los |
| Publisher | : Routledge |
| Total Pages | : 513 |
| Release | : 2003-07-24 |
| ISBN-13 | : 9781134469314 |
| ISBN-10 | : 1134469314 |
| Rating | : 4/5 (14 Downloads) |
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,
