Bubble value at risk a countercyclical risk management approach
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 aut...
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Singapore :
Wiley
c2013.
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| Edición: | Rev. ed |
| Colección: | Wiley finance series
Wiley Finance |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628466106719 |
| Sumario: | 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. In clear, accessible prose, finance practitioners, Max Wong, describes the VaR measure and what it was meant to do, then explores its various failures in the real world of crisis risk management. More importantly, he lays out a revolutionary new method of measuring risks |
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| Notas: | "First edition published by Immanuel Consulting Pte. Ltd. in 2011"--t.p. verso. |
| Descripción Física: | 1 online resource (380 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781119198925 9781299318434 9781118550359 9781118550373 |
