Implementing Value at Risk

Philip Best

John Wiley & Sons Inc, 1998

156,25 €On orderDelivery: 2-3 weeks

"Value at Risk" (VAR) is a modeling method used to determine how much money an organization is putting at risk through its trading activities. Here, Philip Best, an expert on the subject, offers a comprehensive and detailed discussion on the many aspects of VAR.

ISBN-13
9780471972051
ISBN-10
0471972053
Publisher
John Wiley & Sons Inc
Year
1998
Publication date
1998-10-29
Pages
224
Dimensions
232x159x19
Weight
482