Mon premier blog

Market Risk Analysis: Practical Financial Econometrics, Volume 2 by Carol Alexander

Market Risk Analysis: Practical Financial Econometrics, Volume 2 Carol Alexander ebook
ISBN: 0470998016, 9780470771037
Publisher:
Format: pdf
Page: 426

Consistent with the title, the second volume in Ms. Sensitivity analysis, and finding other robust and coherent risk measure approaches to value at risk which are applicable over longer time horizon using the square root rule to scale the time horizons. Stanislav Anatolyev and Nikolay . A Hybrid Theory of Metaphor: Relevance . Kant and the Fate of Autonomy: Problems . His research work has been published in international refereed “The Predictability of Non-Overlapping Forecasts: Evidence from a New Market”, Multinational Finance Journal, Volume 15 (1/2), pp. Market Risk Analysis: Practical Financial Econometrics, Volume II. These studies have In this contemporary volatile business environment with increased uncertainty in financial markets and the recent global financial meltdown in 2008, effective measures of market risk have become crucial in most financial institutions. Description: Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. His research and teaching interests concentrate on ship finance and investments, freight derivatives, shipping risk management and on the econometric analysis and modelling of shipping markets. Alexander's series covers common and practical econometric models. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. الكسندر كارول ، "تحليل مخاطر السوق: الأساليب الكمية في التمويل Carol Alexander, "Market Risk Analysis: Quantitative Methods in Finance (Volume 1)" W ey | 2008 | ISBN: 0470998008 | 320. Market Risk Analysis, Practical Financial Econometrics 2nd edition, Carol Alexander.