by Carol Alexander (Author)
Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive, rigorous and detailed treatment of market VaR models.
Format: Hardcover
Pages: 496
Edition: Volume IV
Publisher: Wiley
Published: 09 Jan 2009
ISBN 10: 0470997885
ISBN 13: 9780470997888