An edition of Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital (2010)

Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital

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Cover of: Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital by Greg N Gregoriou
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An edition of Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital (2010)

Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital

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The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.

Publish Date
Publisher
McGraw-Hill
Language
English

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Subjects

Business, Finance, Nonfiction
Edition Availability
Cover of: Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital
Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital
2010, McGraw-Hill
eBook in English

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Book Details

Edition Notes

Published in
New York

The Physical Object

Format
eBook

Edition Identifiers

Open Library
OL24307142M
ISBN 13
9780071732703
OCLC/WorldCat
609872051
OverDrive
D776D53C-3F10-4229-B322-449D851ABA75

Work Identifiers

Work ID
OL15175391W

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Download catalog record: RDF / JSON
July 22, 2019 Edited by MARC Bot remove fake subjects
June 30, 2010 Created by ImportBot new OverDrive book