VaR methodology for non-gaussian finance
-д хадгалсан:
| Үндсэн зохиолч: | |
|---|---|
| Байгууллагын зохиогч: | |
| Бусад зохиолчид: | , |
| Формат: | Цахим Цахим ном |
| Хэл сонгох: | англи |
| Хэвлэсэн: |
Hoboken, N.J. :
ISTE Ltd./John Wiley and Sons Inc.,
2013.
|
| Цуврал: | Focus series in finance, business and management,
|
| Нөхцлүүд: | |
| Онлайн хандалт: | An electronic book accessible through the World Wide Web; click to view |
| Шошгууд: |
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
|
Ижил төстэй зүйлс: VaR methodology for non-gaussian finance
- Technical capabilities necessary for regulation of systemic financial risk summary of a workshop /
- Financial risk forecasting the theory and practice of forecasting market risk, with implementation in R and Matlab /
- Systemic financial risk
- Stress testing for risk control under Basel II
- Financial risk management: models, history, and institution models, history, and institution /
- The AMA handbook of financial risk management