The Value-At-Risk Reference: Key Issues in the Implementation of Market Risk

by J.N. Dan-Elsson and Jón Daníelsson

An increasing number of institutions in both developed and developing markets are adopting quantitative risk models for both competitive and regulatory reasons. For market risk, such models are based... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1904339816
• ISBN13: 9781904339816
• Release Date: July 2007
• Publisher: Risk
• Length: 539 Pages