Value at Risk: Theory and Practice

By Glyn A. Holton

Book Overview

Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mid-1990s for use on trading floors. This is the first advanced book published on VaR. It describes how to... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0123540100
• ISBN13: 9780123540102
• Release Date: March 2003
• Publisher: Academic Press
• Length: 405 Pages
• Weight: 1.55 lbs.
• Dimensions: 13.0" x 1.0" x 6.3"