The value-at-risk reference : key issues in the implementation of market risk /
Saved in:
Imprint: | London : Risk Book, c2007. |
---|---|
Description: | xxxiii, 539 p. : ill. ; 25 cm. |
Language: | English |
Subject: | |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/8263049 |
Other authors / contributors: | Daníelsson, Jón. |
---|---|
ISBN: | 9781904339816 (hbk.) 1904339816 (hbk.) |
Notes: | Includes bibliographical references and index. |
Similar Items
-
Risk budgeting : portfolio problem solving with Value-at-risk /
by: Pearson, Neil D.
Published: (2002) -
Value at risk : the new benchmark for controlling market risk /
by: Jorion, Philippe, 1955-
Published: (1997) -
Measuring market risk with value at risk /
by: Penza, Pietro
Published: (2001) -
Value at risk : the new benchmark for managing financial risk /
by: Jorion, Philippe, 1955-
Published: (2001) -
Value at risk : the new benchmark for managing financial risk /
by: Jorion, Philippe, 1955-
Published: (2001)