Market Risk Analysis, Value at Risk Models - Carol Alexander - Hardback Bog - John Wiley & Sons Inc - 2009 - Engelsk - Booktok.dk
Brand: John Wiley & Sons Inc
Description
Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models.
