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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| フォーマット: | 図書 |
| 言語: | Undetermined |
| 出版事項: |
Canada
John Wiley & Sons
2001
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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