VaR methodology for non-gaussian finance
Gardado en:
| Autor Principal: | |
|---|---|
| Autor Corporativo: | |
| Outros autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | inglés |
| Publicado: |
Hoboken, N.J. :
ISTE Ltd./John Wiley and Sons Inc.,
2013.
|
| Series: | Focus series in finance, business and management,
|
| Subjects: | |
| Acceso en liña: | An electronic book accessible through the World Wide Web; click to view |
| Tags: |
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|
Títulos similares: 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
- The AMA handbook of financial risk management
- The known, the unknown, and the unknowable in financial risk management measurement and theory advancing practice /