Synopsis
*A unique compilation of key papers on the value-at-risk approach to financial risk management *Practical guidance on how to assess and select the most appropriate model *Covers regulators' use of VAR in capital adequacy regimes *Detailed introductory sections explaining the main approaches such as the correlation, historical and Monte Carlo methodologies
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Review
Provides an excellent overview of VAR techniques. -- Satyajit Das, Finance & Treasury Professional
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VAR: Understanding and Applying Value at Risk
Seller: Ammareal, Morangis, France
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Softcover. Condition: Très bon. Ancien livre de bibliothèque. Légères traces d'usure sur la couverture. Edition 1997. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Slight signs of wear on the cover. Edition 1997. Ammareal gives back up to 15% of this item's net price to charity organizations. Seller Inventory # E-979-416
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