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Bubble Value at Risk - Max C. Y. Wong - Bog

- A Countercyclical Risk Management Approach

Bag om Bubble Value at Risk

Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do, in this book the author looks at what it cannot.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781118550342
  • Indbinding:
  • Hardback
  • Sideantal:
  • 320
  • Udgivet:
  • 12. april 2013
  • Udgave:
  • Størrelse:
  • 162x236x26 mm.
  • Vægt:
  • 692 g.
  • 2-3 uger.
  • 16. december 2024
Forlænget returret til d. 31. januar 2025

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  • BLACK FRIDAY
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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Bubble Value at Risk

Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do, in this book the author looks at what it cannot.

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