The Value at Risk Fieldbook
The Complete Guide to Implementing VAR
2nd Edition
Published on 1. August 2000
Book
Mixed media product
288 pages
978-0-07-135503-2 (ISBN)
Description
A manual for learning the mechanics of value at risk. It covers field motivation, regulatory developments, VAR method applications, technology of risk and credit and operational risk. There are examples in the form of spreadsheets and data on the CD-ROM.
More details
Edition
2nd ed.
Language
English
Place of publication
New York
United States
Publishing group
McGraw-Hill Education - Europe
Target group
College/higher education
Professional and scholarly
Illustrations
75 illustrations
Dimensions
Height: 235 mm
Width: 191 mm
ISBN-13
978-0-07-135503-2 (9780071355032)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Content
Measuring risk; building blocks; VAR systems