An introduction to value-at-risk /
The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different e...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | Choudhry, Moorad |
Autores Corporativos: | Securities Institute, Chartered Institute for Securities & Investment |
Otros Autores: | Wong, Max C. Y. (Max Chan Yue) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Chichester, West Sussex :
Wiley,
2013.
|
Edición: | Fifth edition |
Colección: | Securities Institute.
|
Temas: | |
Acceso en línea: | Texto completo |
Ejemplares similares
-
Econometric modeling of value-at-risk /
por: Angelidis, Timotheos
Publicado: (2009) -
A new risk indicator and stress testing tool : a multifactor Nth-to-Default CDS basket /
por: Avesani, Renzo G., et al.
Publicado: (2006) -
Econometric modeling of value-at-risk /
por: Angelidis, Timotheos
Publicado: (2009) -
Institutional quality, knightian uncertainty, and insurability : a cross-country analysis /
por: Erbas, S. Nuri, et al.
Publicado: (2006) -
Market-based estimation of default probabilities and its application to financial market surveillance /
por: Chan-Lau, Jorge A.
Publicado: (2006)