Link to the ebook : https://search-ebscohost-com.ezproxy.univ-catholille.fr/logi...

eISBN : 9780470033777

Contents : Contents

1 Introduction to risk
2 Volatility and correlation
3 Value-at-risk
4 Value-at-risk for fixed interest instruments
5 Options: risk and value-at-risk
6 Monte Carlo simulation and value-at-risk
7 Regulatory issues and stress-testing
8 Credit risk and credit value-at-risk

Language : English

Print : 4ème

Place of publishing : TORONTO

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque