ACDelco Radiators & Heating Components Best Books of the Month Shop Men's Watches Cloud Drive Photos nav_sap_SWP_6M_fly_beacon Super Humanoids belkin All-New Fire TV Stick with Voice Remote Grocery Introducing Handmade Create an Amazon Wedding Registry Amazon Gift Card Offer wdftv wdftv wdftv  Amazon Echo Starting at $49.99 Kindle Voyage Nintendo Digital Games Shop Now Kids Halloween

Enter your mobile number or email address below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.

  • Apple
  • Android
  • Windows Phone
  • Android

To get the free app, enter your email address or mobile phone number.

Risk Management: Value at Risk and Beyond 1st Edition

ISBN-13: 978-0521781800
ISBN-10: 0521883717
Why is ISBN important?
This bar-code number lets you verify that you're getting exactly the right version or edition of a book. The 13-digit and 10-digit formats both work.
Scan an ISBN with your phone
Use the Amazon App to scan ISBNs and compare prices.
Sell yours for a Gift Card
We'll buy it for $2.00
Learn More
Trade in now
Have one to sell? Sell on Amazon
Buy used
Buy new
More Buying Choices
29 New from $61.39 24 Used from $10.55
Free Two-Day Shipping for College Students with Amazon Student Free%20Two-Day%20Shipping%20for%20College%20Students%20with%20Amazon%20Student

Save up to 80% on Textbook Rentals Rent Textbooks
$179.99 FREE Shipping. Usually ships within 1 to 4 weeks. Ships from and sold by Gift-wrap available.

Editorial Reviews


"...studying the articles in this volume will give the reader a profound picture of the foundations of modern risk management in the static case." Journal of the American Statistical Association

Book Description

The theory of Value at Risk (VaR), which quantifies the probability of large losses in financial transactions, won the Nobel Prize in economics for Robert Merton. The collapse of the hedge fund Long-Term Capital Management, based on the VaR theory, showed that it was limited, however. This collection of papers by leading researchers, the result of a Newton Institute workshop, addresses the weaknesses of VaR and suggests means of circumventing them. It will be appreciated by graduate students and professionals in financial risk analysis.


Best Books of the Month
Best Books of the Month
Want to know our Editors' picks for the best books of the month? Browse Best Books of the Month, featuring our favorite new books in more than a dozen categories.

Product Details

Customer Reviews

There are no customer reviews yet.
5 star
4 star
3 star
2 star
1 star
Share your thoughts with other customers
Want to discover more products? Check out this page to see more: accountant