LIVRES JEUNESSEBÉBÉJEUX, JOUETSPAPETERIECADEAUXDIVERTISSEMENT


Message Important
Le site sera temporairement en maintenance, pour une mise à jour. Ceci afin de mieux vous servir.
Heure de maintenance prévue : 10:30 pm

Important message
The site will be busy updating the store for you and will be back shortly.
Scheduled maintenance : 10:30 pm
LIVRES NUMÉRIQUES
Hands-On Value-at-Risk and Expected Shortfall - MARTIN AUER

Hands-On Value-at-Risk and Expected Shortfall

Titre de l'éditeur : Hands-On Value-at-Risk and Expected Shortfall

MARTIN AUER

 
109,30 $
Feuilleter Feuilleter
Ajouter à ma liste de souhaits
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 : 109,30 $
Catégorie :
Auteur :  MARTIN AUER
Titre : Hands-On Value-at-Risk and Expected Shortfall
Date de parution : février 2018
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.
Gestion des droits numériques : Adobe DRM
Entrepôt numérique : NUMILOG
Nombre d'appareils autorisés : 3
Nombre de copier/coller : 0
Impression : 0

SUGGESTIONS
Suggestions
Une vie sans peur et sans regret BOMBARDIER, DENISE
25,99 $
Détresse et l'enchantement(La) 3e Ed. ROY, GABRIELLE
14,99 $
Détresse et l'enchantement(La) 3e Ed. ROY, GABRIELLE
14,99 $
Hands-On Value-at-Risk and Expected Shortfall , AUER , MARTIN
© LIVRES NUMÉRIQUES DIVERS 2018