Market Risk Analysis, Value at Risk Models
Carol (ISMA, University of Reading) Alexander
John Wiley & Sons Inc, 2009
101,50 €On orderDelivery: 2-3 weeks
Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models.
- ISBN-13
- 9780470997888
- ISBN-10
- 0470997885
- Publisher
- John Wiley & Sons Inc
- Year
- 2009
- Publication date
- 2009-01-09
- Pages
- 496
- Dimensions
- 173x252x34
- Weight
- 1036