Mon compte
Wishlist
Panier 00:00
Panier 00:00

Derbali, Abdelkader

The models of measure of systemic risk

  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
  • The models of measure of systemic risk
Le Pitch
PrésentationIn this book, we presented the four systemic risk measures developed in the financial literature. These measures are expected marginal loss (Marginal Expected Shortfall: MES) and the expected systemic loss (Systemic Expected Shortfall: SES), the measurement of systemic risk (SRISK) and Delta Conditional Value-at-Risk ( CoVaR). From the theoretical development of these models, we presented a synthesis of specific features of each measure. This synthesis has enabled us to develop a common framework to measure systemic risk. We showed theoretically, most of the variability of these three systemic measures can be obtained by measuring the market risk and the company's characteristics. Afficher moinsAfficher plus

Derbali, Abdelkader

The models of measure of systemic risk

35,90 €
Sélectionnez la condition
35,90 €

Le Pitch

PrésentationIn this book, we presented the four systemic risk measures developed in the financial literature. These measures are expected marginal loss (Marginal Expected Shortfall: MES) and the expected systemic loss (Systemic Expected Shortfall: SES), the measurement of systemic risk (SRISK) and Delta Conditional Value-at-Risk ( CoVaR). From the theoretical development of these models, we presented a synthesis of specific features of each measure. This synthesis has enabled us to develop a common framework to measure systemic risk. We showed theoretically, most of the variability of these three systemic measures can be obtained by measuring the market risk and the company's characteristics. Afficher moinsAfficher plus

Détails du livre

Titre complet
The models of measure of systemic risk
Auteur
Derbali, Abdelkader
Editeur
SCHOLARS PRESS
Format
Broché
Publication
01 septembre 2018
Pages
56
Taille
22.9 x 15.2 x 0.3 cm
Poids
97
ISBN-13
9783330015678

Auteur

Derbali, Abdelkader
Voir les livres de Derbali, Abdelkader
Livré entre : 6 juillet - 11 juillet
Disponible chez le fournisseur
Impression à la demande
Expédition immédiate
Chez vous entre :
Les délais de livraison ont tendance à s'accélérer ces dernières semaines, le temps indiqué peut être plus court que prévu. Les délais de livraison ont tendance à s'allonger ces dernières semaines, le temps indiqué peut être plus long que prévu.
Livraison gratuite (FR) à partir de 35,00 € de livres neufs
Retour GRATUIT sous 14 jours.
Image to render

Revendez-le sur notre application!

Acheter la série complète

Derbali, Abdelkader

( livres)

Voir toute la série
Total-

Aller plus loin

Vous pouvez également aimer

Récemment consultés