Hands-On Value-at-Risk and Expected Shortfall: A Practical Primer (Management for Professionals)

by Martin Auer (Author), Martin Auer (Author)

• New

  Hardcover
  2018

  $105.48

  This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It furthermore addresses market risk consumers such as managers, traders, and compliance officers by making the model behavior intuitively transparent.