By Kevin Dowd. Written for students in finance, this book provides an introduction to value at ri...
| Date | Contributor | Description | Rating |
|---|---|---|---|
| 19 Jun 2009 | MATLAB Central Team |
By Kevin Dowd. Written for students in finance, this book provides an introduction to value at risk (VaR) and expected tail loss (ETL). The book is a student-oriented version of Measuring Market Risk (ISBN 0-471-52174-4). Topics covered include parametric and nonparametric risk estimation, simulation, numerical methods, liquidity risks, stress testing, and model risk. MATLAB and the Statistics Toolbox are used to solve numerous application examples throughout the book. |
| Tag | Applied By | Date/Time |
|---|---|---|
| advertising4less.info | cornelius | 3 Oct 2009 at 2:14am |
| finance | MATLAB Central Team | 19 Jun 2009 at 10:20am |
| economics | MATLAB Central Team | 19 Jun 2009 at 10:20am |
| books | MATLAB Central Team | 19 Jun 2009 at 10:20am |