LIBROS DEL AUTOR: simona roccioletti

1 resultados para LIBROS DEL AUTOR: simona roccioletti

simona roccioletti Eliminar filtro Quitar filtros
  • Backtesting Value at Risk and Expected Shortfall
    Simona Roccioletti
    In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of 'Elicitability' of a risk measure. More important, she investigates the issue related to the backtesting of Expected Shortfall. The main contribution of the work is the application of 'Test 1' and 'Test ...
    Disponible

    85,43 €