Addresses newly exposed weaknesses of financial risk models in the context of market stress scenarios This will be the definitive book for readers looking to improve their approach to modeling financial riskRethinking Financial Risk Management Methodologies in the Global Capital Markets Greg N. Gregoriou, Christian Hoppe, ... In June 2006, one of her research papers, aInf-Convolution of Risk Measures and Optimal Risk Transfer, a written withanbsp;...
|Title||:||The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets|
|Author||:||Greg N. Gregoriou, Christian Hoppe, Carsten S. Wehn|
|Publisher||:||McGraw Hill Professional - 2010-02-12|