Hands-On Value-at-Risk and Expected Shortfall: A Practical Primer - Management for Professionals - Martin Auer - Books - Springer International Publishing AG - 9783319891705 - June 6, 2019
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Hands-On Value-at-Risk and Expected Shortfall: A Practical Primer - Management for Professionals Softcover reprint of the original 1st ed. 2018 edition

Martin Auer

Hands-On Value-at-Risk and Expected Shortfall: A Practical Primer - Management for Professionals Softcover reprint of the original 1st ed. 2018 edition

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.


169 pages, 43 Illustrations, black and white; XVIII, 169 p. 43 illus.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released June 6, 2019
ISBN13 9783319891705
Publishers Springer International Publishing AG
Pages 169
Dimensions 272 g
Language German  

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