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...