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...
محفوظ في:
| المؤلف الرئيسي: | |
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| التنسيق: | كتاب |
| اللغة: | Undetermined |
| منشور في: |
Canada
John Wiley & Sons
2001
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| الموضوعات: | |
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إضافة وسم
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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