Market risk modelling: applied statistical methods for practitioners
Auteur :
Lewis, Nigel Da Costa
Éditeur :
Risk Books
ISBN :
9781906348779
Date de publication :
21 nov. 2012
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The second edition of Market Risk Modelling examines the latest developments and updates in statistical methods used to solve the day-to-day problems faced by a risk manager. After almost a decade since the publication of the first edition, this book considers new risk management methodologies, approaches and packages.