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Auer, Martin
Libros de: Auer, Martin
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Hands-On Value-at-Risk and Expected Shortfall "A Practical Primer"
Auer, Martin
Springer (2018)
- EAN: 9783319723198
- Páginas: 169
- Fecha de edición: 2018
pvp.77,95 €
Disponible entre 11 y 20 dias
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 ...
