Related Books
Language: en
Pages: 224
Pages: 224
Type: BOOK - Published: 2000-11-21 - Publisher: John Wiley & Sons
Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the bank
Language: en
Pages: 276
Pages: 276
Type: BOOK - Published: 2010-07-26 - Publisher: Elsevier
Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applic
Language: en
Pages: 292
Pages: 292
Type: BOOK - Published: 1998-05-05 - Publisher:
Finance/Investment Beyond Value at Risk The New Science of Risk Management A Comprehensive Guide to Value at Risk and Risk Management Risk management and measur
Language: en
Pages: 174
Pages: 174
Type: BOOK - Published: 2018-02-01 - Publisher: Springer
This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It ou
Language: en
Pages: 397
Pages: 397
Type: BOOK - Published: 1997 - Publisher:
A comprehensive reference source on the development and application of VAR in financial institutions and corporations.
