Value-at-risk
Subtitle: theory and practice
By: Glyn A. Holton.
Edition: 2nd ed.
Series: Chapman & Hall/CRC financial mathematics series
Publisher: Chapman & Hall/CRC
Published: 2010
Place of publication: Boca Raton, Fla
Language: eng
ISBN-13: 9781420092523
Subjects: Investment analysis; Risk management; Financial risk management; Value -- Mathematical models
Notes: Includes bibliographical references and index.