Implementing Value at Risk

by Philip W. Best and Philip S Best

Book Overview

Das erste Buch zu diesem brandhei en Thema Value-at-Risk (VaR) ist eine Analysemethode zur Bewertung von potentiellen Verlusten bei Kapitalanlagen. Mit ihrer Hilfe kann man bestimmen, wieviel Kapital... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0471972053
• ISBN13: 9780471972051
• Release Date: January 1999
• Publisher: Wiley
• Length: 224 Pages
• Weight: 1.05 lbs.
• Dimensions: 9.1" x 0.8" x 6.2"

Customer Reviews

Very Useful Book on Implementing VAR

This is a good book for a financial engineer's library. I found the spreadsheet examples particularly useful.