An Introduction to Value-At-Risk

by Moorad Choudhry

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Book Overview

The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fourth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different estimation methods, and is aimed specifically at newcomers to the market or those unfamiliar with modern risk management practices. The author capitalises on...

Format:Paperback

Language:English

ISBN:0470017570

ISBN13:9780470017579

Release Date:April 2006

Publisher:Wiley

Length:171 Pages

Weight:0.64 lbs.

Dimensions:0.6" x 6.1" x 9.0"

Related Subjects

Business Business & Investing

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An Introduction to Value-At-Risk

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