Risk measures for the 21st century / edited by Giorgio Szegö
Tipo de material:
TextoSeries FinanceDetalles de publicación: West Sussex : John Wiley & Sons, 2004 Descripción: XIX, 491 p. : gráf. ; 25 cmISBN: 0-470-86154-1Tema(s): Riesgo -- Modelos matamáticosResumen: The last four years has witnessed a great momentum in research into the measures of financial risk. In order to discuss these new developments a seminar on 'Statistical and Computational Problems in Risk Management: VaR and Beyond VaR' was held, co-sponsored by the University of Rome, La Sapienza, and the bank UBM of the UniCredito Group in the summer of 2001. This book is a collection of the papers from the invited speakers (all revised and updated) and additional contributions from other leading researchers in the field. Provides a detailed, up-to-date reference for researchers within academia and financial institutions of the latest research in financial risk measurement. Contains contributions for some of the leading researchers in the field including Paul Embrechts, ETH Zurich and Stephen Shaefer, LBS, UK
| Tipo de ítem | Biblioteca de origen | Signatura | URL | Estado | Fecha de vencimiento | Código de barras | Reserva de ítems |
|---|---|---|---|---|---|---|---|
| Monografías | 07. BIBLIOTECA CIENCIAS SOCIALES Y JURÍDICAS | 330.1/RIS (Navegar estantería(Abre debajo)) | Texto completo | Prestado | 31/01/2025 | 3742651223 |
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Bibliografía
The last four years has witnessed a great momentum in research into the measures of financial risk. In order to discuss these new developments a seminar on 'Statistical and Computational Problems in Risk Management: VaR and Beyond VaR' was held, co-sponsored by the University of Rome, La Sapienza, and the bank UBM of the UniCredito Group in the summer of 2001. This book is a collection of the papers from the invited speakers (all revised and updated) and additional contributions from other leading researchers in the field. Provides a detailed, up-to-date reference for researchers within academia and financial institutions of the latest research in financial risk measurement. Contains contributions for some of the leading researchers in the field including Paul Embrechts, ETH Zurich and Stephen Shaefer, LBS, UK
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