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Risk Measures for the 21st Century

By G Szego
About Risk Measures for the 21st Century

There was a great momentum in the research into measures of financial risk. After many years of ad hoc and non consistent measures, the problem is finally well formulated and some useful and very user friendly solutions have been proposed.

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  • Language:
  • English
  • ISBN:
  • 9780470861547
  • Binding:
  • Hardback
  • Pages:
  • 514
  • Published:
  • February 23, 2004
  • Dimensions:
  • 178x252x34 mm.
  • Weight:
  • 1016 g.
Delivery: 2-4 weeks
Expected delivery: November 29, 2024

Description of Risk Measures for the 21st Century

There was a great momentum in the research into measures of financial risk. After many years of ad hoc and non consistent measures, the problem is finally well formulated and some useful and very user friendly solutions have been proposed.

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