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Bubble Value at Risk

- A Countercyclical Risk Management Approach

Om Bubble Value at Risk

Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do, in this book the author looks at what it cannot.

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  • Språk:
  • Engelska
  • ISBN:
  • 9781118550342
  • Format:
  • Inbunden
  • Sidor:
  • 320
  • Utgiven:
  • 12. april 2013
  • Utgåva:
  • Mått:
  • 162x236x26 mm.
  • Vikt:
  • 692 g.
  Fri leverans
Leveranstid: 2-4 veckor
Förväntad leverans: 23. december 2024
Förlängd ångerrätt till 31. januari 2025

Beskrivning av Bubble Value at Risk

Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do, in this book the author looks at what it cannot.

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