Bubble Value at Risk: A Countercyclical Risk Management Approach, Revised Edition
- 5h 58m
- Max C. Y. Wong
- John Wiley & Sons (US)
- 2013
Illustrating every key concept or formula with an abundance of practical, numerical examples, this clear and accessible guide describes the Value at Risk measure and what it was meant to do, then explores its various failures in the real world of crisis risk management.
