Text

AN INTRODUCTION TO MARKET RISK MEASUREMENT

---

Buku ini mrmbahas tentang Value at Risk (VaR) and expected tail loss (ETL) estimation. An Introduction to Market Risk Measurement juga mencangkup; Parametric and non-parametric risk estimation, Simulation, Numerical Methods, Liquidity Risks, Risk Decomposition and Budgeting, Backtesting, Stress Testing dan Model Risk.

---

Availability

10002007

332.6 KEV a

RLC MM (Rak Buku Wajib)

Available

Detail Information

Series Title

-

Statement of Responsibility

Kevin Dwod

Call Number

332.6 KEV a

Publisher

London : John Wiley & Sons., 2002

Collation

xviii, 284 p. : ill. ; 25 cm.

Language

English

ISBN/ISSN

0-470-84748-4

Classification

332.6

Content Type

text

Edition

-

Subject(s)

Market Risk
Buku Umum'

Specific Detail Info

-

Other version/related

File Attachment

Comments

---

You must be logged in to post a comment