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2 Reviews
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8 of 14 people found the following review helpful:
5.0 out of 5 stars
Very Useful Book on Implementing VAR
This is a good book for a financial engineer's library. I found the spreadsheet examples particularly useful.
Published on May 2, 1999 by Dr. Richard
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17 of 18 people found the following review helpful:
3.0 out of 5 stars
AN AVERAGE VAR BOOK
This book well explains what is Value At Risk and the concept of risk management in banks. Business concepts are complete. The author gives a lot of weight in risk control. However, he lacks to give detailed examples on how to calculate VAR, the mathematics/statistics behind. Spreadsheets are nice but not complete from the beginning to the end. Important...
Published on September 1, 2000 by M. Hakan Erdem
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17 of 18 people found the following review helpful:
3.0 out of 5 stars
AN AVERAGE VAR BOOK,
By M. Hakan Erdem (Istanbul Turkey) - See all my reviews
This review is from: Implementing Value at Risk (Wiley Series in Financial Engineering) (Hardcover)
This book well explains what is Value At Risk and the concept of risk management in banks. Business concepts are complete. The author gives a lot of weight in risk control. However, he lacks to give detailed examples on how to calculate VAR, the mathematics/statistics behind. Spreadsheets are nice but not complete from the beginning to the end. Important statistical methods are described without enough detail leaving the concepts out the book's scope.
8 of 14 people found the following review helpful:
5.0 out of 5 stars
Very Useful Book on Implementing VAR,
By Dr. Richard (Virginia USA) - See all my reviews
This review is from: Implementing Value at Risk (Wiley Series in Financial Engineering) (Hardcover)
This is a good book for a financial engineer's library. I found the spreadsheet examples particularly useful.
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Most Helpful First | Newest First
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Implementing Value at Risk (Wiley Series in Financial Engineering) by Philip Best (Hardcover - Jan. 1999)
$150.00
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