Like New. A book that looks new but has been read. Cover has no visible wear, and the dust jacket (if applicable) is included for hard covers. No missing or. Pris: kr. Häftad, Skickas inom vardagar. Köp Mastering Value Risk av Cormac Butler på Mastering Value Risk has 3 ratings and 0 reviews. The estimation of potential losses that could arise from adverse changes in market conditions is a key.


MASTERING VALUE AT RISK EPUB

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MASTERING VALUE AT RISK EPUB


  • Mastering Value at Risk VaR
  • Mastering Value Risk: A Step-By-Step Guide to Understanding & Applying Var by Cormac Butler
  • Mastering Value Risk - Cormac Butler - Häftad | Bokus
  • Mastering Value Risk: A Step-By-Step Guide to Understanding & Applying Var
  • Mastering Value Risk
  • See a Problem?
  • Mastering Value Propositions

A great value proposition without a great business model won't survive. Incredible business model innovation without a value proposition to customers won't get off the ground.

Get the Masters Bundle and learn how to better create value for your customers and for your business. Over bite-sized learning pieces, across 26 lessons, on 11 crucial topics Unlimited access to 94 videos and over Innovation Units Create new business models and value propositions to mastering value at risk new growth engines.

Mastering Value Risk - - - Management (66)

This book provides a solid foundation for an understanding of Value at Risk from both an internal and a regulatory perspective, which should be invaluable as both an mastering value at risk read and also as a continuing source of reference. Applying Monte Carlo simulation to VaR.

MASTERING VALUE AT RISK EPUB

Applying VaR Principles to credit control. Measuring credit risk more accurately.

Using credit derivatives to reduce credit risk. Volatility and its measures. Exponentially weighted moving average EWMA vs time series.

Real-life Application of Models. Should we rely on VaR?

MASTERING VALUE AT RISK EPUB

Product information Description For financial institutions and corporate treasuries across the world, Value at Risk VaR is rapidly emerging as the dominant methodology for estimating precisely how much money is at risk each day in the financial markets.



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