Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Hands-On Value-at-Risk and Expected Shortfall

Hands-On Value-at-Risk and Expected Shortfall

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783319723198
Condition
New
Product Description

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, Universit 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 books website at www.value-at-risk.com.

Available Colors
Available Sizes
1 Offer Price Range: $49.99 - $49.99
BEST PRICE

Single Product Purchase

$49.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$49.99 $49.99

$49.99
See Site In stock Visit Store

Similar Products

Websites geschlechtergerecht und antidiskriminierend formulieren

$29.99

Image Quality Assessment of Computer-generated Images

$39.99

Poppleton Every Day: An Acorn Book (Poppleton #3)

$4.49

Das landschaftliche Kreditwesen

$59.99

Tat-Ort Medien

$29.99

Pdagogisch-politische Portrts

$29.99

In the Garden of the Righteous: The Heroes Who Risked Their Lives to Save Jews During the Holocaust by Richard Hurowitz

$28.99

Sonderpreisaktionen des Herstellers und des Handels

$69.99

Advances in Fuzzy Implication Functions

$84.99

Practical Astrodynamics

$199.99

Introduction to Queueing Systems with Telecommunication Applications

$39.99

The Classic Tale of Peter Rabbit Classic Heirloom Edition- The Classic Edition Hardcover with Slipcase and Ribbon Marker by Beatrix Potter

$24.95

Psychobiology of Behaviour

$109.99

Telomeres and Telomerase

$109.99

Coherent Inelastic Neutron Scattering in Lattice Dynamics

$39.99

Navigating Big Finance and Big Technology for Global Change

$119.99

Management und Computer

$59.99

Big Strategies for Business

$109.99

Who Will Provide the Next Financial Model?

$109.99

Rapid On-Site Evaluation (ROSE) in Diagnostic Interventional Pulmonology

$169.99

MHD Flows in Compact Astrophysical Objects

$84.99

The Witches (Hardcover)

$18.74

Prfmaschinen und Prfanlagen

$44.99

Climate Funds and Sustainable Development

$159.99

Neue Materialien fr einen realittsbezogenen Mathematikunterricht 1

$24.99

New Horizons of Computational Science

$169.00

Demystifying Myanmars Transition and Political Crisis

$119.00

Ethics, Morality and Business: The Development of Modern Economic Systems, Volume I

$109.99

Die Kunst der Klugheit

$39.99

Beginning Silverlight 2

$29.99

Broadband Measurement and Reduction of Quantum Radiation Pressure Noise in the Audio Band

$109.99

Engineering Dynamics 2.0

$249.99

Organic Electronic Materials

$129.00

Religions, Nations, and Transnationalism in Multiple Modernities

$109.00

Fatherhood, Adolescence and Gender in Chinese Families

$99.99

Behavioral Neurobiology of Stress-related Disorders

$129.00

Lefschetz Properties

$199.99

Disorders of the Monocyte Macrophage System

$54.99

Perspektiven des Supply Management

$139.00

Was Newton nicht wute

$59.99