Bubble value at risk : a countercyclical risk management approach /

Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do, in this book the auth...

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Bibliographic Details
Main Author:	Wong, Max C. Y. (Max Chan Yue) (Author)
Format:	Electronic eBook
Language:	English
Published:	Singapore : John Wiley & Sons Singapore Pte. Ltd., [2013]
Edition:	Revised edition.
Series:	Wiley Finance Series
Subjects:	Risk management > Mathematical models. Risk assessment > Mathematical models. Financial risk management > Mathematical models. Asset-liability management > Mathematical models.
Online Access:	Full text (Wentworth users only)
Local Note:	ProQuest Ebook Central

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Bubble value at risk : a countercyclical risk management approach /

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