Clique em uma foto para ir ao Google Livros
Carregando... Hands-On Value-at-Risk and Expected Shortfall A Practical Primerde Martin Auer
Sem etiquetas Nenhum(a) Carregando...
Registre-se no LibraryThing tpara descobrir se gostará deste livro. Ainda não há conversas na Discussão sobre este livro. Sem resenhas sem resenhas | adicionar uma resenha
This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It outlines the model's (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to keep the concepts accessible. The author selects and weighs the various model features, motivating the choices under real-world constraints, and addresses the evermore important handling of regulatory requirements. The book targets not only practitioners new to the field but also experienced market risk operators by suggesting useful data analysis procedures and implementation details. It furthermore addresses market risk consumers such as managers, traders, and compliance officers by making the model behavior intuitively transparent. Não foram encontradas descrições de bibliotecas. |
Current DiscussionsNenhum(a)
Google Books — Carregando... GênerosClassificação decimal de Dewey (CDD)658.15Technology Management and auxiliary services Management Of Corporate Finance Financial ManagementClassificação da Biblioteca do Congresso dos E.U.A. (LCC)AvaliaçãoMédia: Sem avaliação.É você?Torne-se um autor do LibraryThing. |