Financial Market Risk

Download or Read eBook Financial Market Risk PDF 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.

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

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Book Synopsis Financial Market Risk by : Cornelis Los

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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