Modelling Financial Risks: Fat Tails, Volatility Clustering and Copulae
8 Angebote vergleichen
| Preise | 2012 | 2013 | 2014 | 2015 | 2019 |
|---|---|---|---|---|---|
| Schnitt | € 39,90 | € 85,65 | € 38,91 | € 36,96 | € 17,48 |
| Nachfrage |
1
Symbolbild
Modelling Financial Risks (2010)
DE NWISBN: 9783899812299 bzw. 3899812298, in Deutsch, Frankfurter Allgemeine Buch Mrz 2010, neu.
Von Händler/Antiquariat, Rheinberg-Buch [53870650], Bergisch Gladbach, NRW, Germany.
- The latest financial crisis has once again shown investors the importance of meticulous risk management. But the traditional methods of risk measurement have weaknesses, which often leads to misestimation of individual and portfolio risks. In this book, Bernhard Pfaff demonstrates the inadequacies of the conventional tools. In particular, the assumption of independent identical normally distributed returns is ill-suited to the realities of the financial markets. Based on this premise, Pfaff offers alternatives: these include complex methodologies, such as risk modelling using Copulas, as well as practice-oriented means of risk approximation. The aim throughout is to modify distribution assessments in such a way to render Value-at-Risk and Expected Shortfall more useful in practical risk management. 100 pp. Englisch.
- The latest financial crisis has once again shown investors the importance of meticulous risk management. But the traditional methods of risk measurement have weaknesses, which often leads to misestimation of individual and portfolio risks. In this book, Bernhard Pfaff demonstrates the inadequacies of the conventional tools. In particular, the assumption of independent identical normally distributed returns is ill-suited to the realities of the financial markets. Based on this premise, Pfaff offers alternatives: these include complex methodologies, such as risk modelling using Copulas, as well as practice-oriented means of risk approximation. The aim throughout is to modify distribution assessments in such a way to render Value-at-Risk and Expected Shortfall more useful in practical risk management. 100 pp. Englisch.
2
Symbolbild
Modelling Financial Risks: Fat Tails, Volatility Clustering and Copulae (2010)
DE USISBN: 9783899812299 bzw. 3899812298, in Deutsch, Frankfurter Allgem. Buch, gebraucht.
Von Händler/Antiquariat, Better World Books [51315977], Mishawaka, IN, U.S.A.
Shows some signs of wear, and may have some markings on the inside.
Shows some signs of wear, and may have some markings on the inside.
3
Symbolbild
Modelling Financial Risks: Fat Tails, Volatility Clustering and Copulae
DE USISBN: 9783899812299 bzw. 3899812298, in Deutsch, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, Versandkostenfrei.
Von Händler/Antiquariat, Bay City Books [52829084], Benicia, CA, U.S.A.
Dust Jacket present. GOOD with average wear to cover and pages. Default Text.
Von Händler/Antiquariat, Bay City Books [52829084], Benicia, CA, U.S.A.
Dust Jacket present. GOOD with average wear to cover and pages. Default Text.
5
Modelling Financial Risks: Fat Tails, Volatility Clustering and Copulae (2010)
EN HC US FEISBN: 9783899812299 bzw. 3899812298, in Englisch, 100 Seiten, Frankfurter Allgemeine Buch, gebundenes Buch, gebraucht, Erstausgabe.
Lieferung aus: Deutschland, Versandfertig in 1 - 2 Werktagen, Tatsächliche Versandkosten können abweichen.
Von Händler/Antiquariat, buchfundus24 (Alle Preise inkl. Mwst.).
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Von Händler/Antiquariat, buchfundus24 (Alle Preise inkl. Mwst.).
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Lade…