An Introduction to Market Risk Measurement [With CDROM]

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Dieses Buch gibt einen ?berblick ?ber die aktuellsten Entwicklungen im Bereich Value at Risk (VaR) und Expected Tail Loss (ETL).

Mit umfassenden Informationen zu verschiedenen Themenschwerpunkten, u.a. zum Marktrisiko, zu den wichtigsten Berechnungsmethoden des Finanzrisikos, zu nicht-parametrischem VaR und ETL, parametischer VaR-Sch?tzung, Simulationsmethoden, Grenz- und Teilrisiken, Liquidit?tsrisiken, usw.

Abgedeckt werden sieben...

Format:Paperback

Language:English

ISBN:0470847484

ISBN13:9780470847480

Release Date:October 2002

Publisher:Wiley

Length:304 Pages

Weight:1.50 lbs.

Dimensions:0.7" x 7.5" x 9.6"

Related Subjects

Business Business & Investing

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An Introduction to Market Risk Measurement [With CDROM]

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