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Implementing Value at Risk
part of the Wiley Series in Financial Engineering series
- Binding:
- Hardback
- Pages:
- 250
- Published:
- October 28, 1998
- Dimensions:
- 159x232x19 mm.
- Weight:
- 482 g.
Delivery:
2-4 weeks
Expected delivery: December 19, 2024
Description of Implementing Value at Risk
"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.
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