
Hands-On Value-at-Risk and Expected Shortfall
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.
- Alaotsikko
- A Practical Primer
- Kirjailija
- Martin Auer
- Painos
- 1st ed. 2018
- ISBN
- 9783319723198
- Kieli
- englanti
- Paino
- 446 grammaa
- Julkaisupäivä
- 12.2.2018
- Kustantaja
- Springer International Publishing AG
- Sivumäärä
- 169