Introduction to Value-at-Risk
Introduction to Value-at-Risk This is an essential introduction to modern financial market risk management. Capitalizing on his experience in the financial markets, the author illustrates topics with…
Specifikacia Introduction to Value-at-Risk
Introduction to Value-at-Risk
This is an essential introduction to modern financial market risk management. Capitalizing on his experience in the financial markets, the author illustrates topics with Bloomberg screens, worked examples, exercises, and case studies. Completely updated with the latest in the field, the book includes all new material on VaR in bank incremental default risk charge calculation, and Basel III and use of VaR in regulatory capital analysis.
Ideal for students and practitioners, the book additionally covers related issues such statistics and volatility and correlation.
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