Hands-On Value-at-Risk and Expected Shortfall - 9 Angebote vergleichen
Bester Preis: € 50,00 (vom 01.12.2017)1
Hands-On Value-at-Risk and Expected Shortfall
DE PB NW
ISBN: 9783319891705 bzw. 3319891707, in Deutsch, Springer Shop, Taschenbuch, neu.
Lieferung aus: Japan, Lagernd, zzgl. Versandkosten.
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 outlines the model's (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to keep the concepts accessible. The author selects and weighs the various model features, motivating the choices under real-world constraints, and addresses the evermore important handling of regulatory requirements. The book targets not only practitioners new to the field but also experienced market risk operators by suggesting useful data analysis procedures and implementation details. It furthermore addresses market risk consumers such as managers, traders, and compliance officers by making the model behavior intuitively transparent. A very useful guide to the theoretical and practical aspects of implementing and operating a risk-monitoring system for a mid-size financial institution. It sets a common body of knowledge to facilitate communication between risk managers, computer and investment specialists by bridging their diverse backgrounds. Giovanni Barone-Adesi — Professor, Universitá della Svizzera italiana This unassuming and insightful book starts from the basics and plainly brings the reader up to speed on both theory and implementation. Shane Hegarty — Director Trade Floor Risk Management, Scotiabank Visit the book’s website at www.value-at-risk.com. Soft cover.
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 outlines the model's (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to keep the concepts accessible. The author selects and weighs the various model features, motivating the choices under real-world constraints, and addresses the evermore important handling of regulatory requirements. The book targets not only practitioners new to the field but also experienced market risk operators by suggesting useful data analysis procedures and implementation details. It furthermore addresses market risk consumers such as managers, traders, and compliance officers by making the model behavior intuitively transparent. A very useful guide to the theoretical and practical aspects of implementing and operating a risk-monitoring system for a mid-size financial institution. It sets a common body of knowledge to facilitate communication between risk managers, computer and investment specialists by bridging their diverse backgrounds. Giovanni Barone-Adesi — Professor, Universitá della Svizzera italiana This unassuming and insightful book starts from the basics and plainly brings the reader up to speed on both theory and implementation. Shane Hegarty — Director Trade Floor Risk Management, Scotiabank Visit the book’s website at www.value-at-risk.com. Soft cover.
2
Hands-on Value-at-risk And Expected Shortfall by Martin Auer Paperback | Indigo Chapters
~EN PB NW
ISBN: 9783319891705 bzw. 3319891707, vermutlich in Englisch, Taschenbuch, neu.
Lieferung aus: Kanada, Lagernd, zzgl. Versandkosten.
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 outlines the model''s (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to keep the concepts accessible. The author selects and weighs the various model features, motivating the choices under real-world constraints, and addresses the evermore important handling of regulatory requirements. The book targets not only practitioners new to the field but also experienced market risk operators by suggesting useful data analysis procedures and implementation details. It furthermore addresses market risk consumers such as managers, traders, and compliance officers by making the model behavior intuitively transparent. A very useful guide to the theoretical and practical aspects of implementing and operating a risk-monitoring system for a mid-size financial institution. It sets a common body of knowledge to facilitate communication between risk managers, computer and investment specialists by bridging their diverse backgrounds. Giovanni Barone-Adesi - Professor, Universitá della Svizzera italiana This unassuming and insightful book starts from the basics and plainly brings the reader up to speed on both theory and implementation. Shane Hegarty - Director Trade Floor Risk Management, Scotiabank Visit the book''s website at www. value-at-risk. com. | Hands-on Value-at-risk And Expected Shortfall by Martin Auer Paperback | Indigo Chapters.
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 outlines the model''s (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to keep the concepts accessible. The author selects and weighs the various model features, motivating the choices under real-world constraints, and addresses the evermore important handling of regulatory requirements. The book targets not only practitioners new to the field but also experienced market risk operators by suggesting useful data analysis procedures and implementation details. It furthermore addresses market risk consumers such as managers, traders, and compliance officers by making the model behavior intuitively transparent. A very useful guide to the theoretical and practical aspects of implementing and operating a risk-monitoring system for a mid-size financial institution. It sets a common body of knowledge to facilitate communication between risk managers, computer and investment specialists by bridging their diverse backgrounds. Giovanni Barone-Adesi - Professor, Universitá della Svizzera italiana This unassuming and insightful book starts from the basics and plainly brings the reader up to speed on both theory and implementation. Shane Hegarty - Director Trade Floor Risk Management, Scotiabank Visit the book''s website at www. value-at-risk. com. | Hands-on Value-at-risk And Expected Shortfall by Martin Auer Paperback | Indigo Chapters.
3
Hands-on Value-at-risk And Expected Shortfall by Martin Auer Hardcover | Indigo Chapters
~EN HC NW
ISBN: 9783319723198 bzw. 3319723197, vermutlich in Englisch, gebundenes Buch, neu.
Lieferung aus: Kanada, Lagernd, zzgl. Versandkosten.
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 outlines the model''s (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to keep the concepts accessible. The author selects and weighs the various model features, motivating the choices under real-world constraints, and addresses the evermore important handling of regulatory requirements. The book targets not only practitioners new to the field but also experienced market risk operators by suggesting useful data analysis procedures and implementation details. It furthermore addresses market risk consumers such as managers, traders, and compliance officers by making the model behavior intuitively transparent. A very useful guide to the theoretical and practical aspects of implementing and operating a risk-monitoring system for a mid-size financial institution. It sets a common body of knowledge to facilitate communication between risk managers, computer and investment specialists by bridging their diverse backgrounds. Giovanni Barone-Adesi - Professor, Universitá della Svizzera italiana This unassuming and insightful book starts from the basics and plainly brings the reader up to speed on both theory and implementation. Shane Hegarty - Director Trade Floor Risk Management, Scotiabank Visit the book''s website at www. value-at-risk. com. | Hands-on Value-at-risk And Expected Shortfall by Martin Auer Hardcover | Indigo Chapters.
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 outlines the model''s (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to keep the concepts accessible. The author selects and weighs the various model features, motivating the choices under real-world constraints, and addresses the evermore important handling of regulatory requirements. The book targets not only practitioners new to the field but also experienced market risk operators by suggesting useful data analysis procedures and implementation details. It furthermore addresses market risk consumers such as managers, traders, and compliance officers by making the model behavior intuitively transparent. A very useful guide to the theoretical and practical aspects of implementing and operating a risk-monitoring system for a mid-size financial institution. It sets a common body of knowledge to facilitate communication between risk managers, computer and investment specialists by bridging their diverse backgrounds. Giovanni Barone-Adesi - Professor, Universitá della Svizzera italiana This unassuming and insightful book starts from the basics and plainly brings the reader up to speed on both theory and implementation. Shane Hegarty - Director Trade Floor Risk Management, Scotiabank Visit the book''s website at www. value-at-risk. com. | Hands-on Value-at-risk And Expected Shortfall by Martin Auer Hardcover | Indigo Chapters.
5
Hands-On Value-at-Risk and Expected Shortfall: A Practical Primer
DE HC NW
ISBN: 9783319723198 bzw. 3319723197, in Deutsch, Springer International Publishing, gebundenes Buch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd, zzgl. Versandkosten.
Hands-On-Value-at-Risk-and-Expected-Shortfall~~Martin-Auer, Hands-On Value-at-Risk and Expected Shortfall: A Practical Primer, Hardcover.
Hands-On-Value-at-Risk-and-Expected-Shortfall~~Martin-Auer, Hands-On Value-at-Risk and Expected Shortfall: A Practical Primer, Hardcover.
6
Hands-On Value-at-Risk and Expected Shortfall: A Practical Primer
DE PB NW
ISBN: 9783319891705 bzw. 3319891707, in Deutsch, Springer International Publishing, Taschenbuch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd, zzgl. Versandkosten.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
8
Hands-On Value-at-Risk and Expected Shortfall: A Practical Primer (Management for Professionals)
EN HC NW FE
ISBN: 9783319723198 bzw. 3319723197, in Englisch, 204 Seiten, Springer, gebundenes Buch, neu, Erstausgabe.
Lieferung aus: Deutschland, Noch nicht erschienen. Versandkostenfrei.
Von Händler/Antiquariat, Amazon.de.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Von Händler/Antiquariat, Amazon.de.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
9
Hands-On Value-at-Risk and Expected Shortfall
DE NW EB
ISBN: 9783319723204 bzw. 3319723200, in Deutsch, Springer Nature, neu, E-Book.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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