Hands-On Value-at-Risk and Expected Shortfall
Martin Auer
Springer International Publishing AG, 2019
73,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783319891705
- ISBN-10
- 3319891707
- Publisher
- Springer International Publishing AG
- Year
- 2019
- Publication date
- 2019-06-06
- Pages
- 169
- Dimensions
- 235x155x