The Var Implementation Handbook

by Greg N. Gregoriou

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For investors, risk is about the odds of losing money, and Value at Risk (VaR) is grounded in that common-sense fact. VAR modeling answers, "What is my worst-case scenario?" and "How much could I lose in a really bad month?"

However, there has not been an effective guidebook available to help investors and financial managers make their own VaR calculations--until now.

The VaR Implementation Handbook is a hands-on road map...

• Format: Hardcover
• Language: English
• ISBN: 007161513X
• ISBN13: 9780071615136
• Release Date: March 2009
• Publisher: McGraw-Hill Companies
• Length: 560 Pages
• Weight: 2.10 lbs.
• Dimensions: 1.7" x 6.3" x 9.3"