Value-at-Risk application for equities

Language: English

Published by LAP LAMBERT Academic Publishing Jan 2011, 2011

3844301666 / 9783844301663

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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Softcover

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Item description from seller

This item is printed on demand - it takes 3-4 days longer - Neuware -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, reasons and purposes, problems and solutions for VaR application in the special environment of the emerging market. Managerial recommendations are given for each model described in the book based on the thorough comparative analysis of the produced results. The book is intended for wide audience including treasury and market risk management specialists who works in emerging markets, students and researches of equities exposure to market risk. 92 pp. Englisch.

Seller Inventory # 9783844301663

Title
Value-at-Risk application for equities
Author
Dmitry Minashkin
Publisher
LAP LAMBERT Academic Publishing Jan 2011
Publication year
2011
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3844301666
ISBN 13
9783844301663
Item weight
155 grams
Dimensions
220x150x6 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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BuchWeltWeit Ludwig Meier e.K.

Germany