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Book Categories |
| Contributors | ||
| Introduction | ||
| 1 | Quantifying the Risks of Trading | 1 |
| 2 | Value at Risk Analysis of a Leveraged Swap | 60 |
| 3 | Stress Testing in a Value at Risk Framework | 76 |
| 4 | Dynamic Portfolio Replication Using Stochastic Programming | 100 |
| 5 | Credit and Interest Rate Risk | 129 |
| 6 | Coherent Measures of Risk | 145 |
| 7 | Correlation and Dependence in Risk Management: Properties and Pitfalls | 176 |
| 8 | Measuring Risk with Extreme Value Theory | 224 |
| 9 | Extremes in Operational Risk Management | 247 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Don Kusterbeck
reviewed Risk Management: Value at Risk and Beyond on March 29, 2016
Risk Management: Value at Risk and Beyond
A good reference book.
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Add Risk Management: Value at Risk and Beyond, The theory of Value at Risk (VaR), which quantifies the probability of large losses in financial transactions, won the Nobel Prize in economics for Robert Merton. As trading systems have become more complex, however, the dangers of very large losses have , Risk Management: Value at Risk and Beyond to the inventory that you are selling on WonderClubX
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Add Risk Management: Value at Risk and Beyond, The theory of Value at Risk (VaR), which quantifies the probability of large losses in financial transactions, won the Nobel Prize in economics for Robert Merton. As trading systems have become more complex, however, the dangers of very large losses have , Risk Management: Value at Risk and Beyond to your collection on WonderClub |