Risk Management: Value at Risk and Beyond
Dempster, M. A. H.
Risk Management: Value at Risk and Beyond - New Delhi Cambridge University Press 2011 - 274p
Quan tifying the Risks of Trading V alue at Risk Analysis of a Leveraged Swap Stress Testing in a Value at Risk Framework Dynamic Portfolio Replication Using Stochastic Programming Credit and Interest Rate Risk Coheren t Measures of Risk Correlation and Dependence in Risk Management: Properties and Pitfalls Measuring Risk with Extreme Value Theory Extremes in Operational Risk Management
9780521263740 0.00
Risk Management
658.155 / RIS
Risk Management: Value at Risk and Beyond - New Delhi Cambridge University Press 2011 - 274p
Quan tifying the Risks of Trading V alue at Risk Analysis of a Leveraged Swap Stress Testing in a Value at Risk Framework Dynamic Portfolio Replication Using Stochastic Programming Credit and Interest Rate Risk Coheren t Measures of Risk Correlation and Dependence in Risk Management: Properties and Pitfalls Measuring Risk with Extreme Value Theory Extremes in Operational Risk Management
9780521263740 0.00
Risk Management
658.155 / RIS