Handbook on Systemic Risk

Fouque, Jean-Pierre, Langsam, Joseph A.

ISBN 10: 1107023432 / ISBN 13: 9781107023437

Edité par Cambridge University Press, 2013

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Synopsis :

The Handbook on Systemic Risk, written by experts in the field, provides researchers with an introduction to the multifaceted aspects of systemic risks facing the global financial markets. The Handbook explores the multidisciplinary approaches to analyzing this risk, the data requirements for further research, and the recommendations being made to avert financial crisis. The Handbook is designed to encourage new researchers to investigate a topic with immense societal implications as well as to provide, for those already actively involved within their own academic discipline, an introduction to the research being undertaken in other disciplines. Each chapter in the Handbook will provide researchers with a superior introduction to the field and with references to more advanced research articles. It is the hope of the editors that this Handbook will stimulate greater interdisciplinary academic research on the critically important topic of systemic risk in the global financial markets.

À propos des auteurs: Jean-Pierre Fouque is Professor and Director of the Center for Research in Financial Mathematics and Statistics at the University of California, Santa Barbara.

Joseph A. Langsam spent twenty-five years at Morgan Stanley, where he collaborated with academic experts in mathematics and finance to develop and promote the derivative valuation and risk management models that are necessary for modern finance. Langsam is now CFP Policy Fellow in the Robert H. Smith School of Business at the University of Maryland, College Park.

Détails bibliographiques

Titre : Handbook on Systemic Risk
Éditeur : Cambridge University Press
Date d'édition : 2013
Reliure : Couverture rigide
Etat : Fine