Market risk analysis, value at risk models
Auteur :
Alexander, Carol
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470997888
Date de publication :
9 janv. 2009
Dimensions :
24,6 x 17,5 x 3,6 cm
Poids :
998 g
Langue :
Anglais
Pays d'origine :
USA
Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models.