
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.
- Undertitel
- A Practical Primer
- Författare
- Martin Auer
- Upplaga
- 1st ed. 2018
- ISBN
- 9783319723198
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 2018-02-12
- Sidor
- 169