Hands-On Value-at-Risk and Expected Shortfall
Author
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-319-72320-4
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Olkhov, Victor, 2021.
"To VaR, or Not to VaR, That is the Question,"
MPRA Paper
105458, University Library of Munich, Germany.
- Victor Olkhov, 2021. "To VaR, or Not to VaR, That is the Question," Papers 2101.08559, arXiv.org, revised Apr 2024.
Book Chapters
The following chapters of this book are listed in IDEAS- Martin Auer, 2018. "Introduction," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 1, pages 1-2, Springer.
- Martin Auer, 2018. "Motivation," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 2, pages 3-9, Springer.
- Martin Auer, 2018. "Basic Terms and Notation," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 3, pages 13-19, Springer.
- Martin Auer, 2018. "Historical Value-at-Risk," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 4, pages 21-26, Springer.
- Martin Auer, 2018. "Sensitivities," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 5, pages 27-31, Springer.
- Martin Auer, 2018. "Stress Tests," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 6, pages 33-34, Springer.
- Martin Auer, 2018. "Analytical Value-at-Risk," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 7, pages 35-38, Springer.
- Martin Auer, 2018. "Expected Shortfall," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 8, pages 39-40, Springer.
- Martin Auer, 2018. "Model Choices," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 9, pages 41-48, Springer.
- Martin Auer, 2018. "A Monte Carlo Modification," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 10, pages 49-52, Springer.
- Martin Auer, 2018. "Support Measures," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 11, pages 53-58, Springer.
- Martin Auer, 2018. "Properties of VaR," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 12, pages 61-64, Springer.
- Martin Auer, 2018. "Properties of ES," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 13, pages 65-68, Springer.
- Martin Auer, 2018. "VaR Noise," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 14, pages 69-72, Springer.
- Martin Auer, 2018. "Backtesting," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 15, pages 73-76, Springer.
- Martin Auer, 2018. "Distribution Tests," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 16, pages 77-82, Springer.
- Martin Auer, 2018. "Nine to Five," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 17, pages 83-96, Springer.
- Martin Auer, 2018. "Context," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 18, pages 99-101, Springer.
- Martin Auer, 2018. "Scope and Workflow," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 19, pages 103-108, Springer.
- Martin Auer, 2018. "Implementation," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 20, pages 109-120, Springer.
- Martin Auer, 2018. "Conclusion," Management for Professionals, in: Hands-On Value-at-Risk and Expected Shortfall, chapter 21, pages 123-123, Springer.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:mgmtpr:978-3-319-72320-4. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.