|
|
|
|
|
Hands-On Value-at-Risk and Expected Shortfall
Titre de l'éditeur : Hands-On Value-at-Risk and Expected Shortfall
MARTIN AUER
|
|
|
EN SAVOIR PLUS
Résumé
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 statistical overhead to keep the concepts accessible. The author selects and weighs the various model features, motivating the choices under real-world constraints, and addresses the evermore important handling of regulatory requirements. The book targets not only practitioners new to the field but also experienced market risk operators by suggesting useful data analysis procedures and implementation details. It furthermore addresses market risk consumers such as managers, traders, and compliance officers by making the model behavior intuitively transparent.
A very useful guide to the theoretical and practical aspects of implementing and operating a risk-monitoring system for a mid-size financial institution. It sets a common body of knowledge to facilitate communication between risk managers, computer and investment specialists by bridging their diverse backgrounds. Giovanni Barone-Adesi — Professor, Universitá della Svizzera italiana This unassuming and insightful book starts from the basics and plainly brings the reader up to speed on both theory and implementation. Shane Hegarty — Director Trade Floor Risk Management, Scotiabank Visit the book’s website at www.value-at-risk.com.
Détails
|
Prix :
|
83,62 $
|
|
Catégorie :
|
|
|
Auteur :
|
MARTIN AUER
|
|
Titre :
|
Hands-On Value-at-Risk and Expected Shortfall
|
|
Date de parution :
|
décembre 2019
|
|
|
|
|
|
Éditeur :
|
LIVRES NUMÉRIQUES DIVERS
|
|
|
|
|
|
Sujet :
|
NUL DIVERS
|
|
ISBN :
|
9783319723204 (33197232011)
|
|
Référence Renaud-Bray :
|
2429271
|
|
|
|
No de produit :
|
2429271
|
Droits numériques
|
Format :
|
PDF
|
|
Disponibilité :
|
Canada,
consultez la liste des pays autorisés.
Hands-On Value-at-Risk and Expected Shortfall
De
AUER , MARTIN
ANDORRE
ÉMIRATS ARABES UNIS
ALBANIE
ARMÉNIE
ANTARCTIQUE
ARGENTINE
SAMOA AMÉRICAINES
AUTRICHE
AUSTRALIE
AZERBAÏDJAN
BOSNIE-HERZÉGOVINE
BARBADE
BELGIQUE
BURKINA FASO
BULGARIE
BAHREÏN
BURUNDI
BÉNIN
BERMUDES
BRUNÉI DARUSSALAM
BOLIVIE
BRÉSIL
BAHAMAS
BOUVET, ÎLE
BELIZE
Canada
CONGO, LA RÉPUBLIQUE DÉMOCRATIQUE DU
CONGO
SUISSE
CÔTE D'IVOIRE
COOK, ÎLES
CHILI
CAMEROUN
CHINE
COLOMBIE
COSTA RICA
CUBA
CAP-VERT
CHRISTMAS, ÎLE
CHYPRE
TCHÈQUE, RÉPUBLIQUE
ALLEMAGNE
DJIBOUTI
DANEMARK
DOMINIQUE
DOMINICAINE, RÉPUBLIQUE
ALGÉRIE
ÉQUATEUR
ESTONIE
ÉGYPTE
ESPAGNE
FINLANDE
FALKLAND, ÎLES (MALVINAS)
FÉROÉ, ÎLES
FRANCE
GABON
GRENADE
GÉORGIE
GUYANE FRANÇAISE
GIBRALTAR
GROENLAND
GUINÉE
GUADELOUPE
GUINÉE ÉQUATORIALE
GRÈCE
GUATEMALA
GUINÉE-BISSAU
GUYANA
HONG-KONG
HEARD, ÎLE ET MCDONALD, ÎLES
HONDURAS
CROATIE
HAÏTI
HONGRIE
INDONÉSIE
IRLANDE
ISRAËL
|
|
Gestion des droits numériques :
|
Adobe DRM
|
|
Entrepôt numérique :
|
NUMILOG
|
|
Nombre d'appareils autorisés :
|
3
|
|
Nombre de copier/coller :
|
0
|
|
Impression :
|
0
|
|
|
|
Hands-On Value-at-Risk and Expected Shortfall
,
AUER , MARTIN
©
LIVRES NUMÉRIQUES DIVERS
2019
|
|
|