roccioletti simona (12 risultati)

Condizione: New. In.

Paperback. Condizione: new. Paperback. In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates the issue related to the backtesting of Expected Shortfall. The main contribution of the work is the application of "Test 1" and "Test 2" developed by Acerbi and Szekely (2014) on different models and for five global market indexes. In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; The main contribution of the work is the application of "Test 1" and "Test 2" developed by Acerbi and Szekely (2014) on different models and for five global market indexes. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

PF. Condizione: New.

Paperback. Condizione: Brand New. 168 pages. 8.26x5.82x0.73 inches. In Stock.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of 'Elicitability' of a risk measure. More important, she investigates the issue related to the backtesting of Expected Shortfall. The main contribution of the work is the application of 'Test 1' and 'Test 2' developed by Acerbi and Szekely (2014) on different models and for five global market indexes.

Taschenbuch. Condizione: Neu. Neuware -In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of 'Elicitability' of a risk measure. More important, she investigates the issue related to the backtesting of Expected Shortfall. The main contribution of the work is the application of 'Test 1' and 'Test 2' developed by Acerbi and Szekely (2014) on different models and for five global market indexes.Springer Gabler in Springer Science + Business Media, Tiergartenstr. 15-17, 69121 Heidelberg 168 pp. Englisch.

Taschenbuch. Condizione: Neu. Backtesting Value at Risk and Expected Shortfall | Simona Roccioletti | Taschenbuch | xix | Englisch | 2015 | Springer Spektrum | EAN 9783658119072 | Verantwortliche Person für die EU: Springer Gabler in Springer Science + Business Media, Tiergartenstr. 15-17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Paperback. Condizione: new. Paperback. In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates the issue related to the backtesting of Expected Shortfall. The main contribution of the work is the application of "Test 1" and "Test 2" developed by Acerbi and Szekely (2014) on different models and for five global market indexes. In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; The main contribution of the work is the application of "Test 1" and "Test 2" developed by Acerbi and Szekely (2014) on different models and for five global market indexes. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Paperback. Condizione: Brand New. 168 pages. 8.26x5.82x0.73 inches. In Stock. This item is printed on demand.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of 'Elicitability' of a risk measure. More important, she investigates the issue related to the backtesting of Expected Shortfall. The main contribution of the work is the application of 'Test 1' and 'Test 2' developed by Acerbi and Szekely (2014) on different models and for five global market indexes. 168 pp. Englisch.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Study in the field of economicsStudies about risk measures and their propertiesInvestigation of the issue related to the backtesting of Expected ShortfallRisk measures and their properties.-&nbspElicitability.-&nbspBacktesting (VaR an.