Value-At-Risk Application for Equities

By Dmitry Minashkin

The book studies in detail various approaches and models which are used in the Russian equities market to evaluate market risk exposure based on VaR metric. It uncovers strengths and weaknesses,... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3844301666
• ISBN13: 9783844301663
• Release Date: January 2011
• Publisher: LAP Lambert Academic Publishing
• Length: 92 Pages
• Weight: 0.32 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"