Bubble value at risk : a countercyclical risk management approach /

• Κύριος συγγραφέας: Wong, Max C. Y. (Max Chan Yue) (Συγγραφέας)
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Singapore : John Wiley & Sons Singapore Pte. Ltd., [2013]
• Έκδοση: Revised edition.
• Σειρά: Wiley finance series.
• Θέματα: Risk management > Mathematical models.; Risk assessment > Mathematical models.; Financial risk management > Mathematical models.; Asset-liability management > Mathematical models.; BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.; Financial risk management.; Electronic books.

Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do, in this book the auth...