Market risk analysis: v. 4: value at risk models

Prijs: € 79,55
Verwachte levertijd: 5 werkdagen

Omschrijving

Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book...
Lees meer

Gerelateerde artikelen

Uitgebreide omschrijving

Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models. It rests on the basic knowledge of financial mathematics and statistics gained from Volume I, of factor models, principal component analysis, statistical models of volatility and correlation and copulas from Volume II and, from Volume III, knowledge of pricing and hedging financial instruments and of mapping portfolios of similar instruments to risk factors. A unifying characteristic of the series is the pedagogical approach to practical examples that are relevant to market risk analysis in practice. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study.
Uitgever John Wiley & Sons Ltd
Druk 1
ISBN/EAN 9780470997888
Auteur Alexander, C.
Vakken economie en ondernemen

Anderen bestelden ook: