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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Bibliographic Details

Main Author:	Best, Philip
Format:	eBook
Language:	English
Language Notes:	English.
Published:	Chichester, England ; New York : Wiley, ©1998.
Series:	Wiley series in financial engineering.
Subjects:	Asset-liability management. Bank investments. Risk assessment. Risk Assessment
Online Access:	Connect to the full text of this electronic book