Hands-On Value-at-Risk and Expected Shortfall A Practical Primer /
This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It outlines the model's (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to ke...
Κύριος συγγραφέας: | Auer, Martin (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut) |
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Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2018.
|
Έκδοση: | 1st ed. 2018. |
Σειρά: | Management for Professionals,
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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