Implementing value at risk /
Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the greatest strength of VAR is that it can...
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, England ; New York :
Wiley,
?1998.
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| Series: | Wiley series in financial engineering.
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| Subjects: | |
| Online Access: | Full text (Wentworth users only) |