Advances in Risk Management

  • Greg N. Gregoriou

Part of the Finance and Capital Markets Series book series (FCMS)

Table of contents

  1. Front Matter
    Pages i-xxiv
  2. Amiyatosh Purnanandam, Mitch Warachka, Yonggan Zhao, William T. Ziemba
    Pages 22-46
  3. Raymond Théoret, Pierre Rostan, Abdeljalil El-Moussadek
    Pages 86-106
  4. Taras Beletski, Ralf Korn
    Pages 170-190
  5. François-Serge Lhabitant
    Pages 191-212
  6. Raffaele Zenti, Massimiliano Pallotta, Claudio Marsala
    Pages 213-225
  7. Riccardo Bramante, Giampaolo Gabbi
    Pages 226-240
  8. Jean-Paul Paquin, Annick Lambert, Alain Charbonneau
    Pages 278-302
  9. Helena Chuliá, Francisco J. Climent, Pilar Soriano, Hipòlit Torró
    Pages 303-326
  10. Giuseppe Di Graziano, Stefano Galluccio
    Pages 353-364
  11. Back Matter
    Pages 365-376

About this book


This important book brings together an edited series of papers about risk management and the latest developments in the field. Covering topics such as Stochastic Volatility, Risk Dynamics and Portfolio Diversification, this book is vital for optimal portfolio allocation for private and institutional investors, and is an indispensable tool.


asset management cash flow Credit Risk derivatives Hedging Investment Investments management Portfolio Portfolio Diversification Rating risk management strategy value-at-risk Volatility

Editors and affiliations

  • Greg N. Gregoriou
    • 1
  1. 1.State University of New York (Plattsburgh)USA

Bibliographic information