Market Risk Analysis, Value at Risk Models [With CDROM]

by Carol Alexander

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. It rests on the basic knowledge of financial mathematics and statistics gained from Volume I, of factor models, principal component analysis, statistical...

• Format: Hardcover
• Language: English
• ISBN: 0470997885
• ISBN13: 9780470997888
• Release Date: February 2009
• Publisher: Wiley
• Length: 496 Pages
• Weight: 2.20 lbs.
• Dimensions: 1.3" x 6.8" x 9.8"