Implementing Value at RiskISBN: 978-0-471-97205-1
Hardcover
250 pages
December 1998
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 15-20 days delivery time. The book is not returnable.
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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.
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.
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