Value at risk models
Carol Alexander
| Year of publication: |
2008
|
|---|---|
| Authors: | Alexander, Carol |
| Published in: |
Market risk analysis ; Vol. 4
|
| Publisher: |
Chichester [u.a.] : Wiley |
| Subject: | Risikomaß | Risk measure | Simulation | Monte-Carlo-Simulation | Monte Carlo simulation | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Szenariotechnik | Scenario analysis |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XLII, 449 S. graph. Darst. 1 CD-ROM |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Elektronischer Datenträger als Beilage ; Accompanied by computer file |
| Language: | English |
| ISBN: | 0-470-99788-5 ; 978-0-470-99788-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003758439