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Hands-On Value-at-Risk and Expected Shortfall
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Hands-On Value-at-Risk and Expected Shortfall

Forfatter:
innbundet, 2018
Engelsk

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