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Value-at-Risk Theory and Practice

by Glyn A. Holton

  • ISBN: 9780123540102
  • ISBN10: 0123540100

Value-at-Risk Theory and Practice

by Glyn A. Holton

  • List Price: $95.00
  • Binding: Hardcover
  • Publisher: Academic Pr
  • Publish date: 02/01/2003
  • ISBN: 9780123540102
  • ISBN10: 0123540100
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Description: This book will provide the theoretical and practical descriptions underlying VAR, a general measure of risk across asset categories and sources of market risk.
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