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Motivation

Martin Auer
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Martin Auer: Raiffeisen Bank International

Chapter 2 in Hands-On Value-at-Risk and Expected Shortfall, 2018, pp 3-9 from Springer

Abstract: Abstract For some intuition on market risk, let’s first take a look at a simple asset position. Assume throughout that our domestic currency is the dollar.

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:spr:mgmchp:978-3-319-72320-4_2

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DOI: 10.1007/978-3-319-72320-4_2

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