Value-at-Risk
Subtitle: Theory and Practice
Publisher: Academic Press
Published: March 2003
Language: eng
Format: Hardcover
Number of pages: 405
ISBN-13: 9780123540102
Subjects: Investment & securities; Futures And Options Trading; Risk And Insurance Administration; Business & Economics; Business / Economics / Finance; Business/Economics; Business Mathematics; Finance; Investments & Securities - General; Business & Economics / Finance; Banks & Banking; Investment analysis; Risk management
First sentence: A watershed in the history of value-at-risk (VaR) was the publication of JP Morgan's RiskMetrics Technical Document.