Choudhry Moorad:
An Introduction To Value At Risk

4 Rev Ed

John Wiley And Sons Ltd (United Kingdom), 2006
Paperback, 192 pages
Size: 231x157 mm
ISBN: 9780470017579
ISBN-10: 0470017570

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An Introduction To Value At Risk

The value at risk measurement methodology is a widely used tool in financial market risk management. This book offers a look at the concept of VaR and its different estimation methods, and is aimed at newcomers to the market or those unfamiliar with modern risk management practices.

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