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Bubble Value at Risk: A Countercyclical Risk Management Approach - Wiley Finance Max C. Y. Wong Revised edition
Bubble Value at Risk: A Countercyclical Risk Management Approach - Wiley Finance
Max C. Y. Wong
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 author looks at what it cannot.
368 pages, Illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | April 12, 2013 |
| ISBN13 | 9781118550342 |
| Publishers | John Wiley & Sons Inc |
| Pages | 320 |
| Dimensions | 162 × 236 × 26 mm · 692 g |