Gregoriou Greg N.:
The Var Modeling Handbook
Practical Applications In Alternative Investing, Banking, Insurance, And Portfolio Management
Mcgraw-Hill Education - Europe (United States), 2009
Hardback, 416 pages
Size: 236x164 mm
ISBN: 9780071625159
ISBN-10: 0071625151
List price: £71.99
You save: 25%
The Var Modeling Handbook
A guide to measure and model risk in the real world Value-at-Risk (VaR). It helps assess market risk and, collects the experience of 40 experts, academics, and researchers from around the world to offer strategies for using VaR to manage risk.

