Bubble value at risk : a countercyclical risk management approach /

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Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do, in this book the auth...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Wong, Max C. Y. (Max Chan Yue) (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore : John Wiley & Sons Singapore Pte. Ltd., [2013]
Edición:Revised edition.
Colección:Wiley Finance Series
Temas:
Risk management > Mathematical models.
Risk assessment > Mathematical models.
Financial risk management > Mathematical models.
Asset-liability management > Mathematical models.
Gestion du risque > Modèles mathématiques.
Évaluation du risque > Modèles mathématiques.
Finances > Gestion du risque > Modèles mathématiques.
Gestion des actifs et des passifs > Modèles mathématiques.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Asset-liability management > Mathematical models
Risk assessment > Mathematical models
Risk management > Mathematical models
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