Mastering value at risk
Subtitle: a step-by-step guide to understanding and applying VaR
By: Cormac Butler.
Series: Market editions; Market editions (Financial Times/Prentice Hall)
Publisher: Financial Times/Prentice Hall
Published: 1999
Place of publication: London; New York
Language: eng
Number of pages: 242
Subjects: Investment analysis.; Risk management.
Notes: Includes bibliographical references (p. 226-227) and index.