6029903

9781904339816

Value-at-Risk Reference

Value-at-Risk Reference
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  • ISBN-13: 9781904339816
  • ISBN: 1904339816
  • Publication Date: 2007
  • Publisher: Risk Books

AUTHOR

Danielsson, Jon

SUMMARY

A one-stop reference pulling together leading published research and analysis about VaR and market risk. An invaluable summary for practitioners and researchers looking for an independent evaluation of VaR and insight into how and when it should be used.Danielsson, Jon is the author of 'Value-at-Risk Reference', published 2007 under ISBN 9781904339816 and ISBN 1904339816.

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