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 auth...

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Bibliographische Detailangaben

1. Verfasser:	Wong, Max C. Y. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Singapore Hoboken, N.J. John Wiley & Sons Singapore Pte. Ltd. ; 2013 Singapore Hoboken, N.J. J. Wiley & Sons 2013
Schlagworte:	Risk management > Mathematical models Risk assessment > Mathematical models Financial risk management > Mathematical models Asset-liability management > Mathematical models Gestion du risque ; Modèles mathématiques Évaluation du risque ; Modèles mathématiques Finances ; Gestion du risque ; Modèles mathématiques Gestion des actifs et des passifs ; Modèles mathématiques Asset-liability management ; Mathematical models Risk assessment ; Mathematical models Risk management ; Mathematical models
Online-Zugang:	lizenzpflichtig
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