Bookcover of Financial Risk Modeling
Booktitle:

Financial Risk Modeling

Econometrics, Financial modeling, Extreme value theory

Culp Press (2012-01-01 )

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ISBN-13:

978-613-9-77745-7

ISBN-10:
6139777453
EAN:
9786139777457
Book language:
English
Blurb/Shorttext:
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Financial risk modeling refers to the use of formal econometric techniques to determine the aggregate risk in a financial portfolio. Risk modeling is one of many subtasks within the broader area of financial modeling. Risk modeling uses a variety of techniques including market risk, value at risk, historical simulation, or extreme value theory in order to analyze a portfolio and make forecasts of the likely losses that would be incurred for a variety of risks. Such risks are typically grouped into credit risk, liquidity risk, interest rate risk, and operational risk categories.
Publishing house:
Culp Press
Website:
http://www.alphascript-publishing.com
Edited by:
Nethanel Willy
Number of pages:
100
Published on:
2012-01-01
Stock:
Available
Category:
Economics
Price:
34.00 €
Keywords:
Financial, Risk, Management, modeling, finance

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