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...
में बचाया:
| मुख्य लेखक: | Penza, Pietro |
|---|---|
| स्वरूप: | पुस्तक |
| भाषा: | Undetermined |
| प्रकाशित: |
Canada
John Wiley & Sons
2001
|
| विषय: | |
| टैग : |
टैग जोड़ें
कोई टैग नहीं, इस रिकॉर्ड को टैग करने वाले पहले व्यक्ति बनें!
|
| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
|---|
समान संसाधन
-
Measuring market risk with value at risk
द्वारा: Penza, Pietro
प्रकाशित: (2001) -
Financial risk manager handbook plus test bank :
द्वारा: Jorion, Philippe
प्रकाशित: (2011) -
Business risk management handbook :
द्वारा: Spedding, Linda S.
प्रकाशित: (2008) -
Theory of financial risks :
द्वारा: Bouchaud, Jean-Philippe
प्रकाशित: (2000) -
The dictionary of financial risk management
द्वारा: Gastineau, Gary L.
प्रकाशित: (1999)