VAR Understanding and Applying Value at Risk [Paperback]

Sue (ed) Grayling (Author), Risk Books (Author)

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Book Description

Publication Date: August 1997

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.

#outer_postBodyPS { display: none; } #psGradient { display: none; } #psPlaceHolder { display: none; } #psExpand { display: none; } 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.

Editorial Reviews

Review

Provides an excellent overview of VAR techniques. -- Satyajit Das, Finance & Treasury Professional

Product Details

Paperback: 397 pages
Publisher: Risk Publications; 1 edition (August 1997)
Language: English
ISBN-10: 189933226X
ISBN-13: 978-1899332267
Product Dimensions: 10.9 x 8.2 x 0.7 inches
Shipping Weight: 2 pounds
Amazon Best Sellers Rank: #3,702,475 in Books (See Top 100 in Books)

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