Risk Budgeting: Portfolio Problem Solving with Value-At-Risk: 74 (Wiley Finance)

by JR. Fre Pearson (Author), Neil D. Pearson (Author)

New
Illustrated
2002
$83.78

VaR, or value at risk, is a concept introduced by bank dealers to establish parameters for their market short-term risk exposure. This text introduces VaR, extreme VaR, and stress-testing risk measurement techniques to major institutional investors.

Synopsis

VaR, or value at risk, is a concept introduced by bank dealers to establish parameters for their market short-term risk exposure. This text introduces VaR, extreme VaR, and stress-testing risk measurement techniques to major institutional investors.

$83.78

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More Information

Format: Illustrated
Pages: 340
Edition: 1
Publisher: John Wiley & Sons
Published: 14 Jan 2002
ISBN 10: 0471405566
ISBN 13: 9780471405566

Risk Budgeting: Portfolio Problem Solving with Value-At-Risk: 74 (Wiley Finance)

New

$83.78

Synopsis

$83.78

More Information