Comparative Analyses of Expected Shortfall and Value-at-risk (2)

Comparative Analyses of Expected Shortfall and Value-at-risk (2)
Author :
Publisher :
Total Pages : 42
Release :
ISBN-13 : UCSD:31822030033146
ISBN-10 :
Rating : 4/5 ( Downloads)

Book Synopsis Comparative Analyses of Expected Shortfall and Value-at-risk (2) by : Toshinao Yoshiba

Download or read book Comparative Analyses of Expected Shortfall and Value-at-risk (2) written by Toshinao Yoshiba and published by . This book was released on 2001 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Comparative Analyses of Expected Shortfall and Value-at-risk (2) Related Books

Comparative Analyses of Expected Shortfall and Value-at-risk (2)
Language: en
Pages: 42
Authors: Toshinao Yoshiba
Categories: Investment analysis
Type: BOOK - Published: 2001 - Publisher:

DOWNLOAD EBOOK

Backtesting Value at Risk and Expected Shortfall
Language: en
Pages: 155
Authors: Simona Roccioletti
Categories: Business & Economics
Type: BOOK - Published: 2015-12-04 - Publisher: Springer

DOWNLOAD EBOOK

In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discus
Comparative Analyses of Expected Shortfall and Value-at-risk (3)
Language: en
Pages: 86
Authors: Yasuhiro Yamai
Categories: Financial futures
Type: BOOK - Published: 2002 - Publisher:

DOWNLOAD EBOOK

On the Validity of Value-at-risk
Language: en
Pages: 46
Authors: Yasuhiro Yamai
Categories: Investment analysis
Type: BOOK - Published: 2001 - Publisher:

DOWNLOAD EBOOK

Measuring Market Risk
Language: en
Pages: 410
Authors: Kevin Dowd
Categories: Business & Economics
Type: BOOK - Published: 2007-01-11 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information