The VAR Implementation Handbook: Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital - Greg N. Gregoriou
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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.
Author: Gregoriou, Greg N.
Publisher: McGraw-Hill
Illustration: N
Language: ENG
Title: The VAR Implementation Handbook: Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital
Pages: 00000 (Encrypted EPUB) / 00000 (Encrypted PDF)
On Sale: 2009-02-19
SKU-13/ISBN: 9780071732703
Category: Business & Economics : Investments & Securities - General
Author: Gregoriou, Greg N.
Publisher: McGraw-Hill
Illustration: N
Language: ENG
Title: The VAR Implementation Handbook: Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital
Pages: 00000 (Encrypted EPUB) / 00000 (Encrypted PDF)
On Sale: 2009-02-19
SKU-13/ISBN: 9780071732703
Category: Business & Economics : Investments & Securities - General
More Files From This User
- The VAR Implementation Handbook: Risk Aggregation and Computation of Total Economic Capital - Greg N. Gregoriou
- The VAR Implementation Handbook: Value at Risk for High-Dimensional Portfolios: A Dynamic Grouped t-Copula Approach - Greg N. Gregoriou
- The VAR Implementation Handbook: A Model to Measure Portfolio Risks in Venture Capital - Greg N. Gregoriou
- The VAR Implementation Handbook: Risk Measures and Their Applications in Asset Management - Greg N. Gregoriou
- The VAR Implementation Handbook: Risk Evaluation of Sectors Traded at ISE with VaR Analysis - Greg N. Gregoriou
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