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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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Wong, Max C. Y. (Max Chan Yue) (Auteur)
Format: Électronique eBook
Langue:Inglés
Publié: Singapore : John Wiley & Sons Singapore Pte. Ltd., [2013]
Édition:Revised edition.
Collection:Wiley Finance Series
Sujets:
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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Bubble value at risk a countercyclical risk management approach /
par Wong, Max C. Y.
Publié 2013
Texto completo
Électronique eBook
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Bubble value at risk : a countercyclical risk management approach /
Texto completo (Requiere registro previo con correo institucional)
Électronique eBook
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