Hands-On Value-at-Risk and Expected Shortfall

This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall.

Aceasta carte descrie un model de risc de piata extrem de simplu, care este inca practic si principalele masuri de risc, cum ar fi valoarea la risc si deficitul preconizat.