Name: Backtesting Value at Risk and Expected Shortfall
Price: 710.95 DKK
Availability: InStock
Author: Simona Roccioletti
ISBN: 9783658119072

Backtesting Value at Risk and Expected Shortfall af Simona Roccioletti

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710,95 kr.

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In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; The main contribution of the work is the application of "Test 1" and "Test 2" developed by Acerbi and Szekely (2014) on different models and for five global market indexes.

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Sprog:
Engelsk

ISBN:
9783658119072

Forlag:
Springer

Indbinding:
Paperback

Sideantal:
145

Udgivet:
7. december 2015

Udgave:
12016

Størrelse:
154x248x12 mm.

Vægt:
226 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 13. december 2024

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Forlænget returret til d. 31. januar 2025

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In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; The main contribution of the work is the application of "Test 1" and "Test 2" developed by Acerbi and Szekely (2014) on different models and for five global market indexes.

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Business og læring > Økonomi og finans

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