Risk Budgeting
Historical simulation represents a markedly different approach to the problem of estimating value-at-risk. ... consider a very simple portfolio consisting of a zero- coupon bond maturing on date T, one year from today, and having a face, or par, anbsp;...
| Title | : | Risk Budgeting |
| Author | : | Neil D. Pearson |
| Publisher | : | John Wiley & Sons - 2011-08-31 |
You must register with us as either a Registered User before you can Download this Book. You'll be greeted by a simple sign-up page.
Once you have finished the sign-up process, you will be redirected to your download Book page.
How it works:- 1. Register a free 1 month Trial Account.
- 2. Download as many books as you like (Personal use)
- 3. Cancel the membership at any time if not satisfied.
