Hazardous Forecasts and Crisis Scenario Generator Upplaga 1
The crisis scenario generator with black swans, black butterflies and worst case scenarios is the most useful scenario generator that can be used to manage assets in a crisis prone period. It gives more reliable VaR, CVaR, TVaR values.
Upplaga: 1a upplagan
Utgiven: 2015
ISBN: 9781848217638
Förlag: John Wiley & Sons
Format: Häftad
Språk: Engelska
Sidor: 256 st
The crisis scenario generator with black swans, black butterflies and worst case scenarios is the most useful scenario generator that can be used to manage assets in a crisis prone period. It gives more reliable VaR, CVaR, TVaR values.
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