Value at Risk
Language: English
Published by LAP LAMBERT Academic Publishing Feb 2016, 2016
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 29.12
Quantity: 2 available
Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -The VaR is trying to find the answer of the most frequent question that every investor who has invested or considering to invest in risky asset ask: which is the most I can lose in this investment According to the Basel Accord II banks are expected to use internal models for estimating their market risk and so the capital required to keep depends on VaR of their portfolio. This makes VaR the most important part of risk management techniques. Despite of its popularity and importance of VaR it has some weakness point such as Value at Risk do not give an accurate results when the returns are not Gaussian. The need to continuously innovate and improve the estimation of VaR has resulted in the use of Extreme Value Theory in risk analysis. Extreme Value Theory provides the necessary tools to analyze extreme movements when they are not Gaussian distributed. 96 pp. Englisch.
Seller Inventory # 9783659853371
- Title
- Value at Risk
- Author
- Erisa Lamaj
- Publisher
- LAP LAMBERT Academic Publishing Feb 2016
- Publication year
- 2016
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3659853372
- ISBN 13
- 9783659853371
- Item weight
- 161 grams
- Dimensions
- 220x150x6 mm
"Synopsis" may belong to another edition of this title.
About the Author
"About the title" may belong to another edition of this title.
BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
Shipping rates from Germany to U.S.A.
| Item | 5 to 15 business days | 5 to 15 business days |
|---|---|---|
| First item | £ 19.76 | £ 19.76 |
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BuchWeltWeit Ludwig Meier e.K.
Germany
Terms of sale
BuchWeltWeit Inh. Ludwig Meier e.K.
Inhaber: Ludwig Meier
De-Gasperi-Str. 8
51469 Bergisch Gladbach
Deutschland
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