Max C Y Wong: 1 book

Book cover of Bubble Value at Risk

Bubble Value at Risk

A Countercyclical Risk Management Approach

by Max C. Y. Wong
Language: English
Release Date: January 30, 2013

Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do, in this book...
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