An Introduction to Economic Capital
Author | : Mohan Bhatia |
Publisher | : |
Total Pages | : 334 |
Release | : 2009 |
ISBN-10 | : UOM:39015084117434 |
ISBN-13 | : |
Rating | : 4/5 (34 Downloads) |
Download or read book An Introduction to Economic Capital written by Mohan Bhatia and published by . This book was released on 2009 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: Identifies the basic building blocks for economic capital measurement. This work familiarises and trains a newcomer to the economic capital building blocks, risk measures, simulation and basic modelling techniques necessary for an institution to invent their own techniques and parameters for modelling economic capital for various types of risks.