Mastering Value at Risk
Author | : Cormac Butler |
Publisher | : Financial Times/Prentice Hall |
Total Pages | : 264 |
Release | : 1999 |
ISBN-10 | : 0273637525 |
ISBN-13 | : 9780273637523 |
Rating | : 4/5 (523 Downloads) |
Download or read book Mastering Value at Risk written by Cormac Butler and published by Financial Times/Prentice Hall. This book was released on 1999 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. This book provides an objective view of VAR, analyzing its pitfalls and benefits.