Buku/Printed Material

Mastering value at risk

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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)

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Ketersediaan

Informasi Detail

Judul Seri

-

Penerbit

London : Prentice Hall., 1999

Deskripsi Fisik

xiii, 241 p. : tabs., figs., refs., bibs., gloss.,

Bahasa

English

ISBN/ISSN

0-273-63752-5

Klasifikasi

ELAV/EEQ But

Edisi

Market edition

Subjek

Risk Management
Risk analysis
Valuation
Financial risk
Risk measurement

Versi lain/terkait

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