Hands-On Value-at-Risk and Expected Shortfall A Practical Primer /

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 ke...

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Bibliographic Details

Main Author:	Auer, Martin (Author)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer International Publishing, 2018.
Edition:	1st ed. 2018.
Series:	Management for Professionals,
Subjects:	Corporations-Finance. Business enterprises-Finance. Capital market. Economics, Mathematical . Statistics . Econometrics.
ISBN:	9783319723204
ISSN:	2192-8096
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