Value at Risk Application Equities Practice by Minashkin Dmitry (1 results)

Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The book studies in detail various approaches and models which are used in the Russian equities market to evaluate market risk exposure based on VaR metric. It uncovers strengths and weaknesses, reasons and purposes, problems and solutions for VaR application in the special environment of the emerging market. Managerial recommendations are given for each model described in the book based on the thorough comparative analysis of the produced results. The book is intended for wide audience including treasury and market risk management specialists who works in emerging markets, students and researches of equities exposure to market risk.…