Tell your friends about this item:
Risk Measurement 1st ed. 2019 edition
Guégan
Price
$ 88.99
excl. VAT
Ordered from remote warehouse
Expected delivery Nov 24 - Dec 4
Christmas presents can be returned until 31 January
Our customers say:
Add to your iMusic wish list
Risk Measurement 1st ed. 2019 edition
Guégan
Starting with the traditional Value at Risk (VaR) model and its limitations, the book discusses concepts like the expected shortfall, the spectral measure, the use of the spectrum, and the distortion risk measures from both a univariate and a multivariate perspective.
217 pages, 15 Illustrations, color; 15 Illustrations, black and white; XII, 217 p. 30 illus., 15 ill
| Media | Books Book |
| Released | April 2, 2019 |
| ISBN13 | 9783030026790 |
| Publishers | Springer Nature Switzerland AG |
| Pages | 215 |
| Dimensions | 150 × 220 × 20 mm · 518 g |
| Language | German |
See all of Guégan ( e.g. Book )