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The Value-at-Risk Reference

The Value-at-Risk Reference Key Issues in the Implementation of Market Risk

Hardback (12 Aug 2008)

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Publisher's Synopsis

An increasing number of institutions in both developed and developing markets are adopting quantitative risk models for both competitive and regulatory reasons. For market risk, such models are based on value-at-risk (VaR) techniques. This title brings together published research and analysis about VaR and market risk.

Book information

ISBN: 9781904339816
Publisher: Risk
Imprint: Risk
Pub date:
DEWEY: 332.01519
DEWEY edition: 22
Number of pages: 539
Weight: 1391g
Height: 241mm
Width: 167mm
Spine width: 34mm