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Language: en
Pages: 224
Pages: 224
Type: BOOK - Published: 2000-11-21 - Publisher: John Wiley & Sons
Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the bank
Language: en
Pages: 222
Pages: 222
Type: BOOK - Published: 1998-12-29 - Publisher: Wiley
Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the bank
Language: en
Pages: 174
Pages: 174
Type: BOOK - Published: 2018-02-01 - Publisher: Springer
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 ou
Language: en
Pages: 276
Pages: 276
Type: BOOK - Published: 2010-07-26 - Publisher: Elsevier
Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applic
Language: de
Pages: 242
Pages: 242
Type: BOOK - Published: 2011-08-31 - Publisher: John Wiley & Sons
Institutionelle Anleger, Fonds- und Portfoliomanager müssen Risiken eingehen, wenn sie Spitzengewinne erzielen wollen. Die Frage ist nur wieviel Risiko. "Risk
