Overview

Recently risk management has become a standard prerequisite for all financial institutions. Value-at-Risk is the main tool of reporting to the bank regulators the risk that the financial institutions face. As it is essential to estimate it accurately, numerous methods have been proposed in order to minimise the forecast error. This book provides a selective survey of the risk management techniques that have been applied and discusses potential improvements in estimating, evaluating and adjusting Value-at-Risk and Expected Shortfall.

Full Product Details

Author:   Timotheos Angelidis ,  Stavros Degiannakis
Publisher:   Nova Science Publishers Inc
Imprint:   Nova Science Publishers Inc
Dimensions:   Width: 23.00cm , Height: 1.00cm , Length: 15.50cm
Weight:   0.180kg
ISBN:  

9781607410409

ISBN 10:   1607410400
Pages:   83
Publication Date:   05 January 2010
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print  
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