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Value at Risk für Kreditinstitute

Value at Risk für Kreditinstitute

Christoph Meyer

89,73 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
1999
Materia
Economía
ISBN:
9783824467631
89,73 €
IVA incluido
Disponible

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Sobre IBD

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

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