Measuring Market Risk
Aus der Reihe
Wiley Finance Series
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Form:Einzelkauf Download
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Sprache:Englisch
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Auflage:1. Auflage
- 2. Auflage Fr. 57.00
- 1. Auflage Fr. 38.00 ausgewählt
Fr. 38.00
inkl. gesetzl. MwSt.Beschreibung
Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
28.02.2003
Verlag
WileySeitenzahl
392 (Printausgabe)
Dateigröße
2248 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9780470855218
The most up-to-date resource on market risk methodologies
Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring-from parametric versus nonparametric estimation to incre-mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab--allowing the reader to simulate and run the examples in the book.
Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring-from parametric versus nonparametric estimation to incre-mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab--allowing the reader to simulate and run the examples in the book.
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