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Cover of Backtesting Value at Risk and Expected Shortfall

Backtesting Value at Risk and Expected Shortfall

by Simona Roccioletti

Gabler · 2015

₹5,399

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About this book

Backtesting Value at Risk and Expected Shortfall is written by Simona Roccioletti. This edition from Gabler (2015) has 145 pages.

The book deals with Financial risk management.

Book details

ISBN-13
9783658119072
ISBN-10
3658119071
Author
Simona Roccioletti
Publisher
Gabler
Published
2015
Edition
2016 ed.
Pages
145
Language
English
Condition
New

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