Financial Market Risk: Measurement and Analysis

Part I: Financial Risk Processes 1. Risk: Asset Class, Horizon, and Time 2. Competing Financial Market Hypotheses 3. Stable Scaling Distributions in Finance 4. Persistence of Financial Risk Part II: Financial Risk Measurement 5. Frequency Analysis of Financial Risk 6. Fourier Time - Frequency Analysis of Risk 7. Wavelet Time - Scale Analysis of Risk 8. Multiresolution Analysis of Local Risk Part III: Term Structure Dynamics 9. Chaos: Nonunique Equilibrium Processes 10. Measuring Term Structure Dynamics 11. Financial Turbulence: Measurement and Simulation Part 4: Financial Risk Management 12. Managing VaR and Extreme Values

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