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An introduction to value-at-risk /
The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fourth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Chichester, England ; Hoboken, NJ :
John Wiley,
2006.
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| Édition: | 4th ed. |
| Collection: | Securities Institute.
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| Sujets: | |
| Accès en ligne: | Texto completo (Requiere registro previo con correo institucional) |
| Résumé: | The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fourth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different estimation methods, and is aimed specifically at newcomers to the market or those unfamiliar with modern risk management practices. |
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| Description matérielle: | 1 online resource (xviii, 171 pages) : illustrations |
| Bibliographie: | Includes bibliographical references (page 161) and index. |
| ISBN: | 9780470033777 0470033770 1280739746 9781280739743 9786610739745 6610739749 |