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Bubble Value-at-Risk Revised 111855034X Book Cover

Bubble Value-at-Risk Revised

Edition Description

Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications

The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what...

Edition Details
Format:Hardcover
Language:English
ISBN:111855034X
Format: Hardcover
Condition:
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Bubble Value at Risk: Extremistan and Procyclic... 9810872763 Book Cover

Bubble Value at Risk: Extremistan and Procyclic...

Edition Details
Format:Hardcover
Language:English
ISBN:9810872763
Format: Hardcover
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