The VAR Implementation Handbook, Chapter 2 - Efficient VaR: Using Past Forecast Performance to Generate Improved VaR Forecasts

The VAR Implementation Handbook, Chapter 2 - Efficient VaR: Using Past Forecast Performance to Generate Improved VaR Forecasts

de Greg N. Gregoriou (Autor)
Extracto

The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.

Protección
DRM Protected
Format
EPUB
Fecha de publicación
25 de diciembre de 2008
Editor
ISBN
9780071732611
ISBN papel
9780071732611
Tamaño del archivo
2 MB