The Known, the Unknown, and the Unknowable in Financial Risk Management

Measurement and Theory Advancing Practice

Herausgeber: Diebold, Francis X; Herring, Richard J; Doherty, Neil A
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"The financial risk management issues discussed under the KuU framework are highly relevant, and this especially in the light of the subprime credit crisis. Bringing them together in this timely volume will encourage further academic research and remind regulators and practitioners alike first to learn to walk before attempting to run."--Paul Embrechts, RiskLab, ETH Zurich "This book brings together a series of important and thought-provoking contributions by a group of highly distinguished academics and notable finance practitioners. The organizational principle of the book--the K nown, the u...