Téléchargez le livre : Hands-On Value-at-Risk and Expected Shortfall

Hands-On Value-at-Risk and Expected Shortfall

A Practical Primer de

Éditeur :

Springer


Collection :

Management for Professionals

Paru le : 2018-02-01

eBook Téléchargement , DRM LCP 🛈 DRM Adobe 🛈
Lecture en ligne (streaming)
60,12 €
Téléchargement immédiat
Dès validation de votre commande
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

badge apple Application Louise Reader
badge Android Application Louise Reader
Description

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.
Pages
169 pages
Collection
Management for Professionals
Parution
2018-02-01
Marque
Springer
EAN papier
9783319723198
EAN PDF
9783319723204
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
16
Taille du fichier
3553 Ko
Prix
60,12 €
EAN EPUB
9783319723204
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
16
Taille du fichier
2785 Ko
Prix
60,12 €

Suggestions personnalisées