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Mastering Value Risk: A step-by-step guide to understanding & applying VAR - The Mastering Series 1. udgave
Cormac Butler
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Mastering Value Risk: A step-by-step guide to understanding & applying VAR - The Mastering Series 1. udgave
Cormac Butler
Examines topics: a practical introduction to Value at Risk; Value at Risk as a Tool in Supervisory Regulation; a profile of VaR methods, how matrices are used to calculate VaR and a comparison of the variance covariance approach with other methods. This work also covers VaR on forward rate agreements; the risk sensitivities of options; and more.
256 pages
Medie | Bøger Paperback Bog (Bog med blødt omslag og limet ryg) |
Udgivet | 28. oktober 1998 |
ISBN13 | 9780273637523 |
Forlag | Pearson Education Limited |
Antal sider | 256 |
Mål | 170 × 243 × 16 mm · 408 g |
Sprog | Engelsk |
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