Implementing value at risk
Auteur :
Best, Philip
Éditeur :
John Wiley & Sons Inc
ISBN :
9780471972051
Date de publication :
29 oct. 1998
Dimensions :
23,2 x 15,9 x 1,9 cm
Poids :
482 g
Langue :
Anglais
Pays d'origine :
USA
Value at Risk" (VAR) is a modeling method used to determine how much money an organization is putting at risk through its trading activities. Here, Philip Best, an expert on the subject, offers a comprehensive and detailed discussion on the many aspects of VAR.