Measuring market risk with value at risk
First, it takes a decidedly global approach–an essential ingredient for any comprehensive work on market risk. Second, it ties the scientifically grounded, yet intuitively appealing, VaR measure to earlier, more idiosyncratic measures of market risk that are used in specific market environs (e.g., d...
Na minha lista:
| Autor principal: | |
|---|---|
| Formato: | Livro |
| Idioma: | Undetermined |
| Publicado em: |
Canada
John Wiley & Sons
2001
|
| Assuntos: | |
| Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|
| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
|---|