Heavy Tails and Coherent Risk Measures in Islamic Finance (In stock)
Mahmoud Bekri
Category
Subject
Islamic Finance
Year of Publication
2021
Language
English
Format
ISBN
978-603-8306-06-2
15 $
Mahmoud Bekri
Category
Subject
Islamic Finance
Year of Publication
2021
Language
English
Format
ISBN
978-603-8306-06-2
15 $
This important book comes at a turning point in the history of Islamic finance, when the need to apply advanced econometric and statistical methods is tremendous, given the challenges related to instabilities of the financial markets and the risks of confronting the steadily growing Islamic finance industry.
The significance of the book is that it does not only emphasize the importance of concepts like heavy tail and coherent risk measures and theoretically introduce them, but it also shows the practical side of using them by providing practical examples. Hence the book is of use not only to academics but also to professionals and practitioners of the Islamic finance industry. The book is written in a simple and structured way, making it ideal for students and the public as well.
There are no reviews yet.