Hands-On Value-at-Risk and Expected Shortfall

Discover the essential guide to market risk management with Hands-On Value-at-Risk and Expected Shortfall by Martin Auer. Published by Springer International Publishing AG in 2018, this first edition spans 169 pages and presents a straightforward yet practical market risk model. Auer expertly breaks down critical risk measures, including value-at-risk and expected shortfall, making complex concepts accessible for readers. Whether you are a finance professional or a student, this book equips you with the tools needed to understand and apply market risk measures effectively. Enhance your knowledge and skills in risk management with this invaluable resource.