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, Carsten S. Wehn ... current research interests focus on portfolio management, international financial management, and corporate finance. ... Her research topics include financial markets in general, corporate finance, mathematical models and empirical analysis of financial markets, anbsp;...
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 |
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