An introduction to value-at-risk /

The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth 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 e...

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Bibliographic Details

Main Author:	Choudhry, Moorad
Corporate Authors:	Securities Institute, Chartered Institute for Securities & Investment
Other Authors:	Wong, Max C. Y. (Max Chan Yue)
Format:	eBook
Language:	English
Published:	Chichester, West Sussex : Wiley, 2013.
Edition:	Fifth edition
Series:	Securities Institute.
Subjects:	Risk management. Risk management > Econometric models. Risk Management
Online Access:	Connect to the full text of this electronic book