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...
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Canada
John Wiley & Sons
2001
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| Institutions: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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Search Result 1
by Penza, Pietro
Published 2001
Published 2001
Institutions:
Trung tâm Thư viện - Trường Đại học Công nghiệp TP. Hồ Chí Minh