All ebooks by Martin Auer in PDF and EPUB
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All ebooks by Martin Auer in PDF and EPUB


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Download this eBook Hands-On Value-at-Risk and Expected Shortfall
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Hands-On Value-at-Risk and Expected Shortfall


Martin Auer


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...

Publication date: 2018-02-01
Format: PDF, ePub
Publisher: Springer
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£49,99

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