UID:
almafu_9959327423002883
Format:
1 online resource (xiii, 208 pages) :
,
illustrations.
ISBN:
0585224854
,
9780585224855
,
9780471972051
,
0471972053
,
0470013303
,
9780470013304
,
0470865962
,
9780470865965
Series Statement:
[Financial engineering]
Note:
Evolution of Value at Risk -- Regulators and VAR -- Review of VAR as a Risk Measurement Techniques -- Covariance -- Historical Simulation -- Monte Carlo Simulation -- Using VAR to Control Risk -- VAR as a Business Management Tool -- Implementing VAR -- Conclusion.
Additional Edition:
Print version: Best, Philip. Implementing value at risk. Chichester, England ; New York : Wiley, ©1998 ISBN 0471972053
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
;
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0470013303
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0470013303
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0470013303