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Value at Risk Für Kreditinstitute (English, Christoph Meyer)

by Christoph Meyer

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Book Details

Publisher
Deutscher Universitatsverlag
Language
English
ISBN-13
9783824467631
ISBN-10
3824467631
Author
Christoph Meyer

About the Book

Der Autor analysiert Möglichkeiten und Grenzen der Risikoerfassung und zeigt, da die meisten Value-at-Risk-Modelle auf restriktiven Prämissen beruhen, die im Widerspruch zu empirischen Befunden stehen.

ISBN: 9783824467631

ISBN-13: 9783824467631
ISBN-10: 3824467631

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Christoph Meyer is the author of Value at Risk Für Kreditinstitute. Browse more books by Christoph Meyer on BookBajar.
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Product ID: isbn-9783824467631