Quantitative Risk Management with Python: Value at Risk, Expected Shortfall, and Portfolio Stress Testing

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Pages: 425, Hardcover, Independently published

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  • 9798185619292

Springer Gabler

Backtesting Value at Risk and Expected Shortfall (BestMasters)

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Springer

Backtesting Value at Risk and Expected Shortfall (BestMasters)

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Cambridge University Press

Quantitative Risk and Portfolio Management: Theory Practice

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Cambridge University Press

Quantitative Risk and Portfolio Management: Theory Practice

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