Description
Financial Market Risk
Measurement and Analysis
Routledge International Studies in Money and Banking Series
Author: Los Cornelis
Language: EnglishSubjects for Financial Market Risk:
Keywords
Hurst Exponent; wavelet; Wavelet MRA; multiresolution; Foreign Exchange Rates; analysis; Exchange Rates; time; Investment Horizons; series; Wavelet Transform; fractional; Vice Versa; brownianmotion; Time Series; investment; Heisenberg Box; horizons; Stable Distributions; hurst; Singularity Spectrum; Asset Class; Hausdorff Dimension; Term Structure; Scaling Exponent; Wavelet Basis; Fractal Time Series; Gibbs Phenomenon; Windowed Fourier Transform; Market Pricing Process; Data Set; Arithmetic Brownian Motions; Multifractal Spectrum; Scaling Function; Term Structure Models
Publication date: 08-2006
· 15.6x23.4 cm · Paperback
Publication date: 07-2003
256 p. · 15.6x23.4 cm · Paperback
Description
/li>Contents
/li>Readership
/li>Biography
/li>
Cornelis A. Los is Associate Professor of Finance at Kent State University, USA. In the past he has been a Senior Economist of the Federal Reserve Bank of New York and of Nomura Research Institute (America), Inc., and Chief Economist of ING Bank, New York. He has also been a Professor in Finance at Nanyang Technological University in Singapore and at Adelaide and Deakin Universities in Australia.
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