Ebook An introduction to market risk measurement: Part 1
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Part 1 book "An introduction to market risk measurement" includes content: The risk measurement revolution, measures of financial risk, basic issues in measuring market risk, Non-parametric VaR and ETL; parametric VaR and ETL; simulation approaches to VaR and ETL estimation.
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Ebook An introduction to market risk measurement: Part 1
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Ebook An introduction to market risk measurement: Part 1
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Market risk measurement The risk measurement revolution Financial risk Basic issues Parametric VaR and ETL Simulation approachesGợi ý tài liệu liên quan:
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