Hands-On Value-at-Risk and Expected Shortfall
Hands-On Value-at-Risk and Expected Shortfall
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Résumé
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.
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Hands-On Value-at-Risk and Expected Shortfall by Martin Auer
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.
Martin Auer is senior consultant in the areas of quantitative finance, market and credit risk, and IT, working for the likes of Raiffeisen Bank International, Kommunalkredit, and T-Systems in Vienna, and for Bank of America in New York. He holds degrees in computer science, mathematics, and mathematics of finance from Vienna University of Technology, University of Vienna, and Columbia University.
| SKU | Non disponible |
| ISBN 13 | 9783319723198 |
| ISBN 10 | 3319723197 |
| Titre | Hands-On Value-at-Risk and Expected Shortfall |
| Auteur | Martin Auer |
| Série | Management For Professionals |
| État | Non disponible |
| Type de reliure | Hardback |
| Éditeur | Springer International Publishing AG |
| Année de publication | 2018-02-12 |
| Nombre de pages | 169 |
| Note de couverture | La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier. |
| Note | Non disponible |