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...

पूर्ण विवरण

में बचाया:
ग्रंथसूची विवरण
मुख्य लेखक: Penza, Pietro
स्वरूप: पुस्तक
भाषा:Undetermined
प्रकाशित: Canada John Wiley & Sons 2001
विषय:
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