Lien ebook : https://search-ebscohost-com.ezproxy.univ-catholille.fr/logi...

eISBN : 9780470016510

Sommaire : Contents

1. The Rise of Value at Risk
2. Measures of Financial Risk
3. Estimating Market Risk Measures : An Introduction and Overview
4. Non-parametric Approaches
5. Forecasting Volatilities, Covariances and Correlations
6. Parametric Approaches (I)
7. Parametric Approaches (II): Extreme Value
8. Monte Carlo Simulation Methods
9. Applications of Stochastic Risk Measurement Methods
10. Estimating Options Risk Measures
11. Incremental and Component Risks
12. Mapping Positions to Risk Factors
13. Stress Testing
14. Estimating Liquidity Risks
15. Backtesting Market Risk Models
16. Model Risk
Bibliography

Langue : Anglais

Edition : 2ème

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque