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MASTERING VALUE AT RISK: A STEP-BY-STEP GUIDE TO UNDERSTANDING AND APPLYING VAR

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The estimation of potential losses that could arise from adverse changes in market conditions is a key element of risk management. For financial institutions and corporate treasuries across the world, Value at Risk (VaR) is rapidly emerging as the dominant methodology for estimating precisely how much money is at risk each day in the financial markets. However, the communication and application of VaR is a field in which the signal to noise ratio is not high. there is neither a widespread intuitive understanding of VaR in the market, nor an appreciation of the practicalities of its implementation and limitations. Mastering Value at Risk will close that knowledge gap, introducing this potentially powerful methodology to those most in need of its benefits, and helping all those who encounter VaR to use it wisely.

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Availability

10008918	658.155 BUT m	RLC MM (Rak Buku Wajib)	Available
10008919	658.155 BUT m (1)	RLC MM (Rak Buku Wajib)	Available
10008920	658.155 BUT m (2)	RLC MM (Rak Buku Wajib)	Available
10008921	658.155 BUT m (3)	RLC MM (Rak Buku Wajib)	Available

Detail Information

Series Title

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Statement of Responsibility

Cormac Butler

Call Number

658.155 BUT m

Publisher

Harlow : Pearson., 1999

Collation

xii, 242 p. : ill ; 25cm

Language

English

ISBN/ISSN

0-273-63752-5

Classification

658.155

Content Type

-

Edition

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Subject(s)

Buku Wajib
Business Finance
Finance

Specific Detail Info

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Other version/related

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