microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it …

special attention to measures of market risk in global banking regulation. Despite the deficiencies of modern portfolio theory … portfolio theory. A comprehensive approach to financial risk management must address all aspects of portfolio theory, from the …This survey of portfolio theory, from its modern origins through more sophisticated, “postmodern” incarnations …

Estimation Theory for Generalized Linear Models -- New Distorsion Risk Measure Based on Bimodal Distributions -- Stress … Testing Engineering: Risk Vs Incident -- The Skin In The Game Heuristic for Protection Against Tail Events -- The Fragility …This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both …

This book is a guide to asset and risk management from a practical point of view. It is centered around two questions … triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory … they should not? - How do investors deal with such crises in terms of their risk measurement and management and, as a …

credit and financial risk of a firm. In addition, she provides an introduction into credit risk fundamentals by focusing on … credit risk fundamentals and methods of determining credit risk Credit default swaps Does cost stickiness affect credit or … financial risk? Target Groups Researchers and students in the fields of finance and accounting Professional capital market …

Semiparametrische Volatilitätsmodelle -- Hochfrequente und Ultra-Hochfrequente Finanzdaten -- Berechnung des Value-at-Risk …-Hochfrequente Finanzdaten Berechnung des Value-at-Risk auf Grundlage parametrischer und semiparametrischer Modelle Analyse von … Studierende der Wirtschaftswissenschaften und der Wirtschaftsmathematik Praktiker aus den Bereich Finance, Risikomanagement und …

and systems theory as applied to an understanding of complex, financial-based business and social systems. Fractals …, nonlinear time series modeling, cellular automata, game theory, network theory and statistical physics are among the essential …, organizational learning. and macro and microeconomics. Sixty of the world’s leading experts present 47 articles for an audience of …