Hands-on Value-at-risk And Expected Shortfall by Paperback | Indigo Chapters
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Lieferung aus: Japan, Lagernd, zzgl. Versandkosten.
This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It outlines the model's (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to keep the concepts accessible. The author selects and weighs the various model features, motivating the choices under real-world constraints, and addresses the evermore important handling of regulatory requirements. The book targets not only practitioners new to the field but also experienced market risk operators by suggesting useful data analysis procedures and implementation details. It furthermore addresses market risk consumers such as managers, traders, and compliance officers by making the model behavior intuitively transparent. A very useful guide to the theoretical and practical aspects of implementing and operating a risk-monitoring system for a mid-size financial institution. It sets a common body of knowledge to facilitate communication between risk managers, computer and investment specialists by bridging their diverse backgrounds. Giovanni Barone-Adesi — Professor, Universitá della Svizzera italiana This unassuming and insightful book starts from the basics and plainly brings the reader up to speed on both theory and implementation. Shane Hegarty — Director Trade Floor Risk Management, Scotiabank Visit the book’s website at www.value-at-risk.com. Soft cover.

Lieferung aus: Kanada, Lagernd, zzgl. Versandkosten.
This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It outlines the model''s (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to keep the concepts accessible. The author selects and weighs the various model features, motivating the choices under real-world constraints, and addresses the evermore important handling of regulatory requirements. The book targets not only practitioners new to the field but also experienced market risk operators by suggesting useful data analysis procedures and implementation details. It furthermore addresses market risk consumers such as managers, traders, and compliance officers by making the model behavior intuitively transparent. A very useful guide to the theoretical and practical aspects of implementing and operating a risk-monitoring system for a mid-size financial institution. It sets a common body of knowledge to facilitate communication between risk managers, computer and investment specialists by bridging their diverse backgrounds. Giovanni Barone-Adesi - Professor, Universitá della Svizzera italiana This unassuming and insightful book starts from the basics and plainly brings the reader up to speed on both theory and implementation. Shane Hegarty - Director Trade Floor Risk Management, Scotiabank Visit the book''s website at www. value-at-risk. com. | Hands-on Value-at-risk And Expected Shortfall by Martin Auer Paperback | Indigo Chapters.

Lieferung aus: Kanada, Lagernd, zzgl. Versandkosten.
This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It outlines the model''s (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to keep the concepts accessible. The author selects and weighs the various model features, motivating the choices under real-world constraints, and addresses the evermore important handling of regulatory requirements. The book targets not only practitioners new to the field but also experienced market risk operators by suggesting useful data analysis procedures and implementation details. It furthermore addresses market risk consumers such as managers, traders, and compliance officers by making the model behavior intuitively transparent. A very useful guide to the theoretical and practical aspects of implementing and operating a risk-monitoring system for a mid-size financial institution. It sets a common body of knowledge to facilitate communication between risk managers, computer and investment specialists by bridging their diverse backgrounds. Giovanni Barone-Adesi - Professor, Universitá della Svizzera italiana This unassuming and insightful book starts from the basics and plainly brings the reader up to speed on both theory and implementation. Shane Hegarty - Director Trade Floor Risk Management, Scotiabank Visit the book''s website at www. value-at-risk. com. | Hands-on Value-at-risk And Expected Shortfall by Martin Auer Hardcover | Indigo Chapters.

Hands-On Value-at-Risk and Expected Shortfall ab 74.99 EURO A Practical Primer Management for Professionals. 1st ed. 2018.

Lieferung aus: Vereinigte Staaten von Amerika, Lagernd, zzgl. Versandkosten.
Hands-On-Value-at-Risk-and-Expected-Shortfall~~Martin-Auer, Hands-On Value-at-Risk and Expected Shortfall: A Practical Primer, Hardcover.

Lieferung aus: Vereinigte Staaten von Amerika, Lagernd, zzgl. Versandkosten.
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Lieferung aus: Deutschland, Spedizione neutra di CO2.
Hands-On Value-at-Risk and Expected Shortfall von Auer, Martin.

Lieferung aus: Deutschland, Noch nicht erschienen. Versandkostenfrei.
Von Händler/Antiquariat, Amazon.de.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen

Lieferung aus: Vereinigte Staaten von Amerika, Lagernd.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen