The VAR Implementation Handbook, Chapter 11 - Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital by Greg N. Gregoriou

The VAR Implementation Handbook, Chapter 11 - Modeling Portfolio Risks with Time-Dependent Default…

byGreg N. Gregoriou

Kobo ebook | February 19, 2009

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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.
Title:The VAR Implementation Handbook, Chapter 11 - Modeling Portfolio Risks with Time-Dependent Default…Format:Kobo ebookPublished:February 19, 2009Publisher:McGraw-Hill EducationLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0071732705

ISBN - 13:9780071732703

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