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Risk Management: Value at Risk and Beyond
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Risk Management: Value at Risk and Beyond 0521169631 Book Cover

Risk Management: Value at Risk and Beyond

Edition Description

The theory of Value at Risk (VaR), which quantifies the probability of large losses in financial transactions, won the Nobel Prize in economics for Robert Merton. As trading systems have become more complex, however, the dangers of very large losses have become more acute. The...

Edition Details
Format:Paperback
Language:English
ISBN:0521169631
Format: Paperback
Condition:
$
63.00
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