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Comparative Analyses of Expected Shortfall and Value-at-risk (2)
Language: en
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Comparative Analyses of Expected Shortfall and Value-at-risk (2)

Authors: Toshinao Yoshiba
Categories: Investment analysis
Type: BOOK - Published: 2001 - Publisher:

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Comparative Analyses of Expected Shortfall and Value-at-risk (3)
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Pages: 86

Comparative Analyses of Expected Shortfall and Value-at-risk (3)

Authors: Yasuhiro Yamai
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Backtesting Value at Risk and Expected Shortfall
Language: en
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Backtesting Value at Risk and Expected Shortfall

Authors: Simona Roccioletti
Categories: Business & Economics
Type: BOOK - Published: 2015-12-04 - Publisher: Springer

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In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discus
Interest Rate Risk in the Banking Book
Language: en
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Interest Rate Risk in the Banking Book

Authors: PAUL. NEWSON
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Measuring Market Risk
Language: en
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Measuring Market Risk

Authors: Kevin Dowd
Categories: Business & Economics
Type: BOOK - Published: 2007-01-11 - Publisher: John Wiley & Sons

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Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information