Naslov
Market risk in transition countries - Value at risk approach

Autori
Žiković, Saša

Vrsta, podvrsta i kategorija knjige
Autorske knjige, monografija, znanstvena

Izdavač
Solutio

Grad
Rijeka

Godina
2010

Stranica
394

ISBN
978-953-7332-04-4

Ključne riječi
Transition countries; Market risk; Risk management; Value at Risk

Sažetak
The book “Market Risk in Transition countries - Value at Risk Approach”gives a unique insight into the true nature of market risks in transition markets. Inadequate use of risk models for the purpose of forming capital reserves in transition markets often leads to significant losses. The wide-spread risk models currently in use are not successful in forecasting such events. By employing adequate risk measures, the investors can profit from lower costs linked with lower capital reserves and still protect their investments. The book provides an extensive treatment of the state of the art in market risk measurement. Financial professionals in both the front and back office require an understanding of market risk and ways of managing it. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring - ranging from parametric to fully nonparametric risk estimation.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija

POVEZANOST RADA