
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.
- Undertittel
- A Practical Primer
- Forfatter
- Martin Auer
- Opplag
- 1st ed. 2018
- ISBN
- 9783319723198
- Språk
- Engelsk
- Vekt
- 446 gram
- Utgivelsesdato
- 12.2.2018
- Antall sider
- 169
