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Elements of financial risk management /
Value-at-Risk has emerged as the standard tool for measuring and reporting financial market risk. Currently, more than eighty commercial vendors offer enterprise or trading risk management systems that provide VAR-like measures. Risk managers are therefore often left with the daunting task of having...
| Call Number: | Libro Electrónico |
|---|---|
| Main Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Amsterdam ; Boston :
Academic Press,
©2003.
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| Subjects: | |
| Online Access: | Texto completo |
Table of Contents:
- Risk Management and Financial Returns; Volatility Forecasting; Correlation Modeling; Modeling the Conditional Distribution; Simulation-Based Methods; Option Pricing; Modeling Option Risk; Backtesting and Stress Testing.