Table of contents for Measuring risk in complex stochastic systems / Jurgen Franke, Wolfgang Hardle, Gerhard Stahl, editors.

Bibliographic record and links to related information available from the Library of Congress catalog

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Integrated Risk Management and Extreme Value Theory.- Coherent Allocation Capital for Credit Portfolios.- A Simple Approach to Country Risk.- The Structure of Credit Risk.- Extreme Value Theory and Risk Management: Basic Results.- Sensitivity of Values at Risk.- Extremes of ARCH Models.- Risk Exposure and its Sensitivity to Model Misspecification.- Neural Networks and Applications in Finance.- Nonlinear Approximation and Statistical Applications I.- Semiparametric Lower Bounds for Tail Index Estimation.- Bandwith Choice for M-estimators in Projection Pursuit and Single Index Regression.- Semiparametric Indirect Inference.- Change-point Problem in ARCH Models.- Change in Polynomial Regression and Related Processes.

Library of Congress subject headings for this publication:
Risk management -- Mathematical models.
Investments -- Mathematical models.
Finance -- Mathematical models.
Asset-liability management.