| Title (english) | Market risk in transition countries - Value at risk approach |
| Author | Saša Žiković |
| Other responsibility | Ivan Ribnikar (Reviewer) |
| Other responsibility | Bora Aktan (Reviewer) |
| Other responsibility | Mario Pečarić (Reviewer) |
| Author's institution | University of Rijeka Faculty of Economics and Business |
| Scientific / art field, discipline and subdiscipline | SOCIAL SCIENCES Economics Finance |
| Abstract (english) | The book “Market Risk in Transition countries - Value at Risk Approach”gives a unique insight into the true nature of market risks in transition markets. Inadequate use of risk models for the purpose of forming capital reserves in transition markets often leads to significant losses. The wide-spread risk models currently in use are not successful in forecasting such events. By employing adequate risk measures, the investors can profit from lower costs linked with lower capital reserves and still protect their investments. The book provides an extensive treatment of the state of the art in market risk measurement. Financial professionals in both the front and back office require an understanding of market risk and ways of managing it. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring - ranging from parametric to fully nonparametric risk estimation. |
| Keywords (english) | |
| Language | english |
| Publication type | Authored book-Scientific book-Texbook for higher education |
| Publication status | Published |
| Peer review | Peer review - international |
| Publication version | Published version |
| Pages | 394 |
| ISBN | 978-953-6148-87-5 |
| URN:NBN | urn:nbn:hr:192:298280 |
| Printed book publication date | 2009 |
| Type of resource | Text |
| Publisher | Sveučilište u Rijeci, Ekonomski fakultet |
| Publishing place | Rijeka |
| Access conditions | Open access |
| Terms of use |  |
| Created on | 2020-09-22 07:57:00 |
