Pastāsti draugiem par šo preci:
Risk Budgeting: Portfolio Problem Solving with Value-at-Risk - Wiley Finance Neil D. Pearson
Risk Budgeting: Portfolio Problem Solving with Value-at-Risk - Wiley Finance
Neil D. Pearson
VaR, or value at risk, is a concept introduced by bank dealers to establish parameters for their market short-term risk exposure. This text introduces VaR, extreme VaR, and stress-testing risk measurement techniques to major institutional investors.
336 pages, Ill.
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2002. gada 28. janvāris |
| ISBN13 | 9780471405566 |
| Izdevēji | John Wiley & Sons Inc |
| Lapas | 336 |
| Izmēri | 159 × 234 × 26 mm · 571 g |
| Valoda | Angļu |