Sensitivity Analysis of VaR and CVaR: Sensitivity Analysis and Computational aspects of Value at Risk (VaR) and Conditional Value at Risk (CVaR)

Name: Sensitivity Analysis of VaR and CVaR: Sensitivity Analysis and Computational aspects of Value at Risk (VaR) and Conditional Value at Risk (CVaR)
Author: Narendra Varma
ISBN: 9783659180644

by Narendra Varma

Sensitivity Analysis of VaR and CVaR: Sensitivity Analysis and Computational aspects of Value at Risk (VaR) and Conditional Value at Risk (CVaR)

by Narendra Varma

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ISBN-13: 9783659180644
ISBN: 3659180645
Publication Date: 2012
Publisher: LAP LAMBERT Academic Publishing

AUTHOR

Narendra Varma

SUMMARY

Narendra Varma is the author of 'Sensitivity Analysis of VaR and CVaR: Sensitivity Analysis and Computational aspects of Value at Risk (VaR) and Conditional Value at Risk (CVaR)', published 2012 under ISBN 9783659180644 and ISBN 3659180645.

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