【预订】Backtesting Value at Risk and Expected Shortfall 9783658 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783658119072 Author 作者 Roccioletti Format 版本 平装-胶订 Pages Number 页数 145页 Publisher 出版社 Gabler Verlag / Springer Fachmedien Wiesbaden Publication Date 出版日期 2015-12-11 Product Dimensions 商品尺寸 8.2 x 5.8 x 0.3 cm Shipping Weight 商品重量 229g Language 语种 英语 Book Contents 内容简介 In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of ’Elicitability’ of a risk measure. More important, she investigates the issue related to the backtesting of Expected Shortfall. The main contribution of the work is the application of ’Test 1’ and ’Test 2’ developed by Acerbi and Szekely (2014) on different models and for five global market indexes.
¥608.00
预订 Backtesting Value at Risk and Expected Shortfall [ISBN:97 【全球购】进口原版图书,约5-8周到达国内后发出
¥593.00
海外直订Backtesting Value at Risk and Expected Shortfall 回溯测试风险价
¥775.00
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