Value - at - risk: theory and practice
Material type:
TextOriginal language: Spanish Publisher: California ; Academic Press ; 2003Description: 408 pISBN: 0-12-354010-0Subject(s): Value at risk | Practica | TeoríaLOC classification: HG/4529/H65/2003
Contents:
Contiene: 1. Preface.- 2. Value -at-risk.- 3. Probaility.- 4. Statistics and time series analysis.- 5. Monte Carlo method.- 6. Market data.- 7. Transformations.
| Item type | Current location | Call number | Status | Date due | Barcode |
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Libros
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Biblioteca de la Superintendencia del Mercado de Valores - SMV | HG/4529/H65/2003 (Browse shelf) | Available | 00003700 |
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Contiene: 1. Preface.- 2. Value -at-risk.- 3. Probaility.- 4. Statistics and time series analysis.- 5. Monte Carlo method.- 6. Market data.- 7. Transformations.
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