Mastering value at risk

Mastering value at risk Butler, Cormac Primary Author mixed material bibliography London Financial Times/PH 1999 en English xiii, 241 p. : tabs., figs., refs., bibs., gloss., 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. (text from the publisher) Risk Management Valuation Financial risk Risk measurement Risk analysis ELAV/EEQ 0273637525 Perpustakaan - Sekolah Tinggi Manajemen PPM Pusat Informasi Manajemen ELAV/EEQ But 30711 Short Loan (Short Loan) ELAV/EEQ But 15571 2001-07-04 00:00:00 2025-10-06 13:42:20 machine generated