Skip to main content
PBS logo
 
 

Search - Value-at-Risk: Theory and Practice

Value-at-Risk: Theory and Practice
ValueatRisk Theory and Practice
Author: Glyn A. Holton
Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mid-1990s for use on trading floors. This is the first advanced book published on VaR. It describes how to design, implement, and use scalable production VaR measures on actual trading floors. It takes readers from the basics of VaR to the most advanced techni...  more »
ISBN-13: 9780123540102
ISBN-10: 0123540100
Publication Date: 3/2003
Pages: 405
Rating:
  ?

0 stars, based on 0 rating
Publisher: Academic Press
Book Type: Hardcover
Members Wishing: 0
Reviews: Amazon | Write a Review


Genres: