Econometric Modeling of Value-at-risk
Author | : Timotheos Angelidis |
Publisher | : |
Total Pages | : 0 |
Release | : 2009 |
ISBN-10 | : 1607410400 |
ISBN-13 | : 9781607410409 |
Rating | : 4/5 (409 Downloads) |
Download or read book Econometric Modeling of Value-at-risk written by Timotheos Angelidis and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recently risk management has become a standard prerequisite for all financial institutions. Value-at-Risk is the main tool of reporting to the bank regulators the risk that the financial institutions face. This book provides a selective survey of the risk management techniques.