The most up-to-date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and

This new book uses advanced signal processing technology to measure and analyze risk phenomena of the financial markets. It explains how to scientifically measu

This book helps students, researchers and quantitative finance practitioners to understand both basic and advanced topics in the valuation and modeling of finan

A step-by-step guidebook for understanding—and implementing—integrated financial risk measurement and management The Fundamentals of Risk Measurement introd