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Risk Measurement Guégan 1st ed. 2019 edition
Risk Measurement
Guégan
Starting with the traditional Value at Risk (VaR) model and its limitations, the book discusses concepts like the expected shortfall, the spectral measure, the use of the spectrum, and the distortion risk measures from both a univariate and a multivariate perspective.
217 pages, 15 Illustrations, color; 15 Illustrations, black and white; XII, 217 p. 30 illus., 15 ill
| Medios de comunicación | Libros Book |
| Publicado | 2 de abril de 2019 |
| ISBN13 | 9783030026790 |
| Editores | Springer Nature Switzerland AG |
| Páginas | 215 |
| Dimensiones | 150 × 220 × 20 mm · 518 g |
| Lengua | Alemán |
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