VAR

VAR Understanding and Applying Value-at-Risk

Paperback (01 Apr 1998)

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Publisher's Synopsis

This work provides a comprehensive reference source on the development and application of VAR in financial institutions and corporations. It is an edited collection of 40 articles tracing the development, applications and future of this ubiquitous methodology.

Book information

ISBN: 9781899332267
Publisher: Risk
Imprint: Risk
Pub date:
DEWEY: 658.155
DEWEY edition: 21
Number of pages: 397
Weight: 1286g
Height: 210mm
Width: 300mm
Spine width: 27mm