Implementing value at risk
By: Philip Best.
Series: [Financial engineering]; Wiley series in financial engineering.
Publisher: J. Wiley & Sons
Published: 1998
Place of publication: Chichester, West Sussex, England; New York, NY, USA
Language: eng
Number of pages: 208
Subjects: Asset-liability management.; Bank investments.
Description: Explains how Value at Risk (VAR) can be used as an integral part of a risk and business management framework, rather than as a stand-alone tool.
Notes: Includes bibliographical references (p. [199]-200) and index.
Series statement on jacket.
System requirements for accompanying computer disc: Microsoft Excel 5.0.