Martin Auer Unisex Multicolor Hands-On Value-At-Risk & Expected Shortfall : A Practical Primer
Hands-On Value-at-Risk and Expected ShortfallA Practical Primer
Author(s): Martin Auer
Format: Paperback
Publisher: Springer International Publishing AG, Switzerland
Imprint: Springer International Publishing AG
ISBN-13: 9783319891705, 978-3319891705
Synopsis
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 su]
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Details:Martin Auer Unisex Multicolor Hands-On Value-At-Risk & Expected Shortfall : A Practical Primer
Hands-On Value-at-Risk and Expected ShortfallA Practical Primer
Author(s): Martin Auer
Format: Paperback
Publisher: Springer International Publishing AG, Switzerland
Imprint: Springer International Publishing AG
ISBN-13: 9783319891705, 978-3319891705
Synopsis
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 su]
Price now:
From
£41.43
To
£66.77
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Product Description
Hands-On Value-at-Risk and Expected ShortfallA Practical Primer
Author(s): Martin Auer
Format: Paperback
Publisher: Springer International Publishing AG, Switzerland
Imprint: Springer International Publishing AG
ISBN-13: 9783319891705, 978-3319891705
Synopsis
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 su]
Product Specifications
General | |
|---|---|
format | trade paperback |
Language | english |
Color | multicolor |
Gender | unisex |
Brand | Martin Auer |
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