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...
| Main Author: | |
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| Format: | eBook |
| Language: | Inglés |
| Published: |
Singapore :
Wiley
c2013.
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| Edition: | Rev. ed |
| Series: | Wiley finance series
Wiley Finance |
| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628466106719 |
