Ebooks de Martin Auer en PDF et EPUB

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Télécharger le livre : Hands-On Value-at-Risk and Expected Shortfall
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Hands-On Value-at-Risk and Expected Shortfall
Martin Auer
This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It outlines the model's (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away...

Editeur : Springer
Parution : 2018-02-01
Collection : Management for Professionals
PDF, ePub

60,12 €