Alternative Approach to Quantitative Risk Analysis
Subtitle: Application of Extreme Value Theory based measurement of Value at Risk and its comparison to conventional risk measures
Publisher: VDM Verlag Dr. Müller; VDM Verlag
Published: Oct 10, 2010
Format: paperback
Number of pages: 116
ISBN-13: 9783639235678
Notes: Source title: Alternative Approach to Quantitative Risk Analysis: Application of Extreme Value Theory based measurement of Value at Risk and its comparison to conventional risk measures