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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Wong, Max C. Y. (Max Chan Yue) (Author)
Format: Electronic eBook
Language:Inglés
Published: Singapore : John Wiley & Sons Singapore Pte. Ltd., [2013]
Edition:Revised edition.
Series:Wiley Finance Series
Subjects:
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
Online Access:Texto completo
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Bubble value at risk a countercyclical risk management approach /
by Wong, Max C. Y.
Published 2013
Texto completo
Electronic eBook
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Bubble value at risk : a countercyclical risk management approach /
Texto completo (Requiere registro previo con correo institucional)
Electronic eBook
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