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Cover of Backtesting Value at Risk and Expected Shortfall

Backtesting Value at Risk and Expected Shortfall

by Fitzpatrick

,william andrew publishing,springer,wiley,manjul publication house · 2021

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About this book

Backtesting Value at Risk and Expected Shortfall is written by Fitzpatrick. This edition from ,william andrew publishing,springer,wiley,manjul publication house (2021) has 240 pages.

Book details

ISBN-13
9783658119089
ISBN-10
365811908X
Author
Fitzpatrick
Published
2021
Edition
First Edition
Pages
240
Language
English
Condition
New
See all