Risk Management

Risk Management

4.11 - 1251 ratings - Source

A wide array of experts examine the recent developments in risk management. The emphasis is on highlighting the link between the academic literature and practical issues. Ideally suited for academics and practitioners, especially finance specialists.The fundamental argument in favor of the LSC model for Value at Risk analysis is that it provides a more transparent perspective on the risks taken by traders. In some ... Technical Document. JP Morgan, New York Garman M (1997) The End of the Search for Component VaR. Financial Engineering Associates, Berkeley 7 I have developed a similar model for equity option trading in Bilson (2002). Jorion Panbsp;...

Title:Risk Management
Author:Michael Frenkel, Ulrich Hommel, Markus Rudolf
Publisher:Springer Science & Business Media - 2005


You Must CONTINUE and create a free account to access unlimited downloads & streaming