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Roccioletti, Simona

Libros de: Roccioletti, Simona

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  • Backtesting Value at Risk and Expected Shortfall

    Backtesting Value at Risk and Expected Shortfall

    Roccioletti, Simona

    Springer Verlag (2015)

    valoración

    • EAN: 9783658119072
    • Páginas: 145
    • Fecha de edición: 2015

    pvp.64,15 €

    Disponible entre 11 y 20 dias

    In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates ...