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Roccioletti, Simona
Libros de: Roccioletti, Simona
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Backtesting Value at Risk and Expected Shortfall
Roccioletti, Simona
Springer Verlag (2015)
- EAN: 9783658119072
- Páginas: 145
- Fecha de edición: 2015
pvp.64,15 €
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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 ...
