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Found 1 from your keywords: author=Best, Philip
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Implemeting value at risk
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Best, Philip

Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the greatest strength of VAR is that it can cope with virtually all financial products, from simple securities through to complex exotic derivati…

Edition
-
ISBN/ISSN
0471972053
Collation
Financial Engineering
Series Title
-
Call Number
332.1754 BES i